Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}
## [1] "CPIAUCSL"
## Warning: ^TNX contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.
## Warning: ^IRX contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i =
## sheet, : Expecting numeric in E3 / R3C5: got a date
## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ... and 4 more problems
## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet.

## New names:
## * `PER SHR` -> `PER SHR...3`
## * `PER SHR` -> `PER SHR...4`
## * `PER SHR` -> `PER SHR...5`

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.data, df.symbols)
## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)
## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "GSPC.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."
df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession Initiation (Switch Model)

Build the recession and recession initiation dates

source("calcRecession.r")

Plot the initiation period of each recession

datay <- "RecInit"
ylim <- c(-0.1, 1.1)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Recession Initiation (Smooth Model)

The previous section used a switched model (Yes/No), but this section uses a smoothed version that is more like a probability value..

Plot the smoothed version of the initiation period of the recession

datay <- "RecInit_Smooth"
ylim <- c(-0.1, 1.1)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Data Exploration

There are some great plotting and visualization tools in the quantmod package, but for the prediction work ggplot will be used. This section walks through each of the data sets and notes features and relationships that would be helpful in building a trading strategy.

S&P 500

One place to begin is with the relationship between stock prices and recessions. The predictor needs to be able to identify the onset of recession before the market declines. In theory, this predictor would give enough warning to cycle out of equity and into something more like cash or bonds. The plot below shows the S&P 500 open values in log-linear format. The market reaches a peak before most recessions, typically 6-9 months before the recession, shown by the blue rectangles in the plot below. A good predictor will correlate with the peak prior to an upcoming recession.

The growth of equities makes it hard to compare peaks. For example, using the GDP deflator the last two decades are an order of mangitude higher than the historical data.

Taking the log of the data results in a series where the peaks in the historical data can be seen and compared to present day pricing.

The features in the S&P curve that are most interesting are the peaks (sell signal) and the troughs (buy signal). One way to quantify the peaks is look at the derivative and see where it crosses zero. The crossing of interest are positive to negative indicating the market is rolling over. Most of the peaks occur just prior to or during the blue intervals used for training.

The derivative data suggests a way to improve the indicator by adding a single rule: if there is a negative slope zero crossing before the default training period, move the training date to that point. This approach will allow the algorithm to capture more of the gains of the market. It is also going to be a more challenging fit.

Take a look at year-over-year as related to the recessions

Prior art

There are some models out there with claims to predict recessions. This section summarizes some of those.

NY Federal Reserve

I really like this for the simplicity; howevver it is recently not the best predictor. Refer to the website https://www.newyorkfed.org/research/capital_markets/ycfaq.html for details. I had to read through the reference papers to understand how the alpha and beta factors were used.

The fed shifts their data so the predictor aligns with the recessions; however I wanted the predictor to appear before the recessions so I do not shift it.

datay <- "nyfed.recession"
ylim <- c(0, 1)
myPlot <- plotSingleQuick(dfRecession, df.data, datay, ylim)
myPlot

Machine Learning

Select data and date range for testing

The data series have different start dates and they are not updated at the same time. This bit of code selects a valid data range to develop the model.

model.features <- list(
  c("DGS10TOTB3MS"),
  c("DGS10TOTB3MS", "UNRATE"),
  c("DGS10TOTB3MS", "W875RX1_YoY"),
  c("DGS10TOTB3MS", "ICSA_YoY"),
  c("DGS10TOTB3MS", "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"),
  c("DGS10TOTB3MS", "HSN1FNSA_YoY"),
  c("DGS10TOTB3MS", "UNRATE", "W875RX1_YoY"),
  c("DGS10TOTB3MS", "UNRATE", "ICSA_YoY"),
  c("DGS10TOTB3MS", "W875RX1_YoY", "ICSA_YoY"),
  c(
    "DGS10TOTB3MS",
    "W875RX1_YoY",
    "ICSA_YoY",
    "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
  ),
  c("DGS10TOTB3MS",
    "UNRATE",
    "W875RX1_YoY",
    "ICSA_YoY"),
  c("DGS10TOTB3MS",
    "UNRATE",
    "W875RX1_YoY",
    "ICSA_YoY",
    "HSN1FNSA_YoY"),
  c("DGS10TODTB3", "UNRATE", "W875RX1_YoY", "ICSA_YoY"),
  c(
    "DGS10TOTB3MS",
    "UNRATE",
    "W875RX1_YoY",
    "ICSA_YoY" ,
    "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
  ),
  c(
    "DGS10TOTB3MS",
    "UNRATE",
    "W875RX1_YoY",
    "ICSA_YoY" ,
    "GDPBYCPIAUCSLBYPOPTHM_SmoothDer",
    "HSN1FNSA_YoY"
  ))
i.model.count <- length(model.features)

# Pick the most recent data sample. TODO: this is done manually, but needs to be automated
#dt.start.prediction <- index(get(model.features[1])[1])
dt.start.prediction <- as.Date("01/02/1962", "%d/%m/%Y")

# If the series was downloaded as a zoo object, check that the start date is valid
for (strSeries in model.features[-1]){
  result = tryCatch({
    dtThis <- index(get(strSeries)[1])
    if( dtThis > dt.start.prediction){
      dtStart <- dtThis
    }
  }, error = function(e){
    # do nothing for now...TO DO: adjust dates.
  })
}

dt.end.prediction <- as.Date("2018-06-30")
df.dataModel <-
  df.data[df.data$date >= dt.start.prediction &
            df.data$date <= dt.end.prediction, ]
str.training.date.range <-
  paste("Training Date Range: ",
        dt.start.prediction,
        " to ",
        dt.end.prediction,
        sep = "")
print(str.training.date.range)
## [1] "Training Date Range: 1962-02-01 to 2018-06-30"

Partition the data

I break the data into three sets: 50% for training, 25% for testing, and 25% for validation.

Create the model (Switch, 10 Year to 3 Month)

This section builds the model with just the 10 Year to 3 Month feature.

The plot below summarizes the correlations in a graphical format. The tree itself is a little more complicated than I like.

Validation (Switch, 10 Year to 3 Month)

Plot the data against the NEBR recessions and the recession initiation indicator. T

df.data$RecInitPred <- predict(model.fit, newdata = df.data)
df.symbols <-
  rbind(
    df.symbols,
    data.frame(
      string.symbol = "RecInitPred",
      string.source = "Calc",
      string.description =  "Prediction. 1 for Recession Initiation Period \n 0 For All Else",
      string.label.y = "(-)",
      float.expense.ratio = -1.00,
      Max030 = FALSE,
      Max180 = FALSE,
      date.series.start = dt.start.prediction,
      date.series.end = as.Date(Sys.Date())
    )
  )


datay <- "RecInitPred"
datay_aux <- "RecInit"
ylim <- c(0, 1)
myPlot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start.prediction)
myPlot + geom_rect(
  data = dfRecession,
  aes(
    xmin = initStart,
    xmax = initEnd,
    ymin = -Inf,
    ymax = Inf
  ),
  fill = "blue",
  alpha = 0.2,
  na.rm = TRUE
)

Create the model (Switch, all features)

This section builds the model with all features (Unemployment rate, 10 Year to 3 Month, Real personal income excluding current transfer receipts year-over-year, andd Initial jobless claims year over year)

The plot below summarizes the correlations in a graphical format. The tree itself is a little more complicated than I like.

Validation (Switch, all features)

Rather than step through a quantitative validation I am going going to plot the data against the NEBR recessions and the recession initiation indicator. There is good agreement between the model and indicator. We can create a buy signal anytime that the indicator is above 0.5

df.data$RecInitPred <- predict(model.fit, newdata = df.data)
df.symbols <-
  rbind(
    df.symbols,
    data.frame(
      string.symbol = "RecInitPred",
      string.source = "Calc",
      string.description =  "Prediction 1 for Recession Initiation Period, 0 For All Else",
      string.label.y = "(-)",
      float.expense.ratio = -1.00,
      Max030 = FALSE,
      Max180 = FALSE,
      date.series.start = dt.start.prediction ,
      date.series.end = as.Date(Sys.Date())
    )
  )


datay <- "RecInitPred"
datay_aux <- "RecInit"
ylim <- c(0, 1)
myPlot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start.prediction)
myPlot + geom_rect(
  data = dfRecession,
  aes(
    xmin = initStart,
    xmax = initEnd,
    ymin = -Inf,
    ymax = Inf
  ),
  fill = "blue",
  alpha = 0.2,
  na.rm = TRUE
)

Explore how the features relate to the smooth model

Some exploration to see how the features relate to the smoothed recesession predictor

qplot(df.dataModel$UNRATE, df.dataModel$DGS10TO1, colour=df.dataModel$RecInit_Smooth)

qplot(df.dataModel$UNRATE, df.dataModel$DGS10TOTB3MS, colour=df.dataModel$RecInit_Smooth)

Create the models (Smooth)

These models take some time to build and, as long as the dates do not change, we can just load them from a local copy rather re-building them.

str.model.file <- "RecessionModels.pkl"

# Either train the models or load them from the local copy
if (b.refresh.models){
  
  list.equations.smooth <- list()
  knn.smooth.list <- list()
  list.column.name <- list()
  list.nn.smooth <- list()
  list.column.name.nn <- list()
  list.lm.smooth <- list()
  list.column.name.lm <- list()
  
  
  # Loop through the features
  for (idx.feature in seq_along(model.features)){
    list.feature <- model.features[[idx.feature]]
    print(list.feature)
    list.equations.smooth[[idx.feature]] <- paste("RecInit_Smooth ~ ", paste(list.feature, collapse = "+", sep=""))
    
    # Train the KNN model
    print("Training KNN")
    knn.smooth.list[[idx.feature]] <- train(as.formula(list.equations.smooth[[idx.feature]]), 
                                            data=dfTrain, method="knn", 
                                            preProcess = c('center', 'scale'), tunelength = 2)
    
    # Train the nueral net.
    print("Training Neural Net")
    #my.grid <- expand.grid(.decay = c(0.01, 0.001), .size = c(5, 6, 7))
    list.nn.smooth[[idx.feature]] <- train(as.formula(list.equations.smooth[[idx.feature]]), data=dfTrain, 
                                           method="nnet", 
                                           preProcess = c('center', 'scale'),
                                           trace = FALSE)
  
  
    # Train the linear model.
    print("Training Linear Model")
    list.lm.smooth[[idx.feature]] <- train(as.formula(list.equations.smooth[[idx.feature]]), data=dfTrain, 
                                           method="lm", 
                                           preProcess = c('center', 'scale'))
  
  }
  
  # Save off the models and features
  vector.save.variables <- c('list.equations.smooth', 'knn.smooth.list','list.column.name',
    'list.nn.smooth', 'list.column.name.nn', 'list.lm.smooth', 'list.column.name.lm',
    'list.equations.smooth')
  save(list=vector.save.variables, file=str.model.file)
  
}else{
  
  # Retrieve the model and features from the local copy
  load(file=str.model.file)
  
}

With the models trained, perform the predictions

# Create the average model column
df.data$recession.initiation.smooth.avg <- df.data$U6RATE * 0
# Add the prediction to the symbols table
df.symbols <-
  rbind(
    df.symbols,
    data.frame(
      string.symbol = "recession.initiation.smooth.avg",
      string.source = "Predict",
      string.description =  "Prediction of Recession within 12 Months.\nAll Models Averaged",
      string.label.y = "Probability",
      float.expense.ratio = -1.00,
      Max030 = FALSE,
      Max180 = FALSE,
      date.series.start = dt.start.prediction,
      date.series.end = as.Date(Sys.Date())
    )
  )

# Use the models to calculate the predicted values
for (idx.feature in seq_along(model.features)) {
  # Predict using the KNN model on the entire dataframe using the knn model and normalize to 0 to 1
  list.column.name[[idx.feature]] <-
    paste("recession.initiation.smooth.knn", idx.feature, sep = "")
  df.data[[list.column.name[[idx.feature]]]] <-
    predict(knn.smooth.list[[idx.feature]], newdata = df.data)
  df.data[[list.column.name[[idx.feature]]]] <-
    ((df.data[[list.column.name[[idx.feature]]]] -
        min(df.data[[list.column.name[[idx.feature]]]])) /
       (max(df.data[[list.column.name[[idx.feature]]]]) -
          min(df.data[[list.column.name[[idx.feature]]]])))
  
  # Add the knn model prediction to the symbols table
  df.symbols <-
    rbind(
      df.symbols,
      data.frame(
        string.symbol = list.column.name[[idx.feature]],
        string.source = "Predict",
        string.description = paste(
          "Knn Prediction 1 for Recession\nInitiation Period, 0 For All Else (Smooth)\n",
          get.formula.formatted(list.equations.smooth[[idx.feature]]),
          sep = " "
        ),
        string.label.y = "(-)",
        float.expense.ratio = -1.00,
        Max030 = FALSE,
        Max180 = FALSE,
        date.series.start = dt.start.prediction,
        date.series.end = as.Date(Sys.Date())
      )
    )
  
  # Add it to the knn average column
  df.data$recession.initiation.smooth.avg <-
    (df.data$recession.initiation.smooth.avg +
       df.data[[list.column.name[[idx.feature]]]])
  
  
  
  # Predict on the entire dataframe using the nn model, normalized on 0 to 1
  list.column.name.nn[[idx.feature]] <-
    paste("recession.initiation.smooth.nn", idx.feature, sep = "")
  df.data[[list.column.name.nn[[idx.feature]]]] <-
    predict(list.nn.smooth[[idx.feature]], newdata = df.data)
  df.data[[list.column.name.nn[[idx.feature]]]] <-
    ((df.data[[list.column.name.nn[[idx.feature]]]] -
        min(df.data[[list.column.name.nn[[idx.feature]]]])) /
       (max(df.data[[list.column.name.nn[[idx.feature]]]]) -
          min(df.data[[list.column.name.nn[[idx.feature]]]])))
  
  
  # Add the neural net model prediction to the symbols table
  df.symbols <-
    rbind(
      df.symbols,
      data.frame(
        string.symbol = list.column.name.nn[[idx.feature]],
        string.source = "Predict",
        string.description = paste(
          "Neural Net Prediction 1 for Recession\nInitiation Period, 0 For All Else (Smooth)\n",
          list.equations.smooth[[idx.feature]],
          sep = " "
        ),
        string.label.y = "(-)",
        float.expense.ratio = -1.00,
        Max030 = FALSE,
        Max180 = FALSE,
        date.series.start = dt.start.prediction,
        date.series.end = as.Date(Sys.Date())
      )
    )
  
  # Add it to the average column
  df.data$recession.initiation.smooth.avg <-
    (df.data$recession.initiation.smooth.avg +
       df.data[[list.column.name.nn[[idx.feature]]]])
  
  
  
  # Predict on the entire dataframe using the lm model, normalized on 0 to 1
  list.column.name.lm[[idx.feature]] <-
    paste("recession.initiation.smooth.lm", idx.feature, sep = "")
  df.data[[list.column.name.lm[[idx.feature]]]] <-
    predict(list.lm.smooth[[idx.feature]], newdata = df.data)
  df.data[[list.column.name.lm[[idx.feature]]]] <-
    ((df.data[[list.column.name.lm[[idx.feature]]]] -
        min(df.data[[list.column.name.lm[[idx.feature]]]])) /
       (max(df.data[[list.column.name.lm[[idx.feature]]]]) -
          min(df.data[[list.column.name.lm[[idx.feature]]]])))
  
  
  # Add the linear model model prediction to the symbols table
  df.symbols <-
    rbind(
      df.symbols,
      data.frame(
        string.symbol = list.column.name.lm[[idx.feature]],
        string.source = "Predict",
        string.description = paste(
          "Linear Model Prediction 1 for Recession\nInitiation Period, 0 For All Else (Smooth)\n",
          list.equations.smooth[[idx.feature]],
          sep = " "
        ),
        string.label.y = "(-)",
        float.expense.ratio = -1.00,
        Max030 = FALSE,
        Max180 = FALSE,
        date.series.start = dt.start.prediction,
        date.series.end = as.Date(Sys.Date())
      )
    )
  
  # The linear model performance is not great so I am not adding it to the average
  #  df.data$recession.initiation.smooth.avg <- (df.data$recession.initiation.smooth.avg +
  #                                                   df.data[[list.column.name.lm[[idx.feature]]]])
  
  
  
}
  
# Divide by the number of models to get the average
df.data$recession.initiation.smooth.avg <- (df.data$recession.initiation.smooth.avg / (2 * i.model.count))

Print out the model results.

ylim <- c(0, 1)
for (idx.feature in seq_along(model.features)){
  
  # KNN Data
  datay <- list.column.name[[idx.feature]]
  myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
              getPlotYLabel(df.symbols, datay), c(dt.start.prediction, Sys.Date()), ylim, TRUE)
  print(myPlot)
  myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
              getPlotYLabel(df.symbols, datay), c(dt.recent, Sys.Date()), ylim, TRUE)
  print(myPlot)
  
  # Neural Net Data
  datay <- list.column.name.nn[[idx.feature]]
  myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
              getPlotYLabel(df.symbols, datay), c(dt.start.prediction, Sys.Date()), ylim, TRUE)
  print(myPlot)
  myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
              getPlotYLabel(df.symbols, datay), c(dt.recent, Sys.Date()), ylim, TRUE)
  print(myPlot)

  # Linear Model Data
  datay <- list.column.name.lm[[idx.feature]]
  myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
              getPlotYLabel(df.symbols, datay), c(dt.start.prediction, Sys.Date()), ylim, TRUE)
  print(myPlot)
  myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
              getPlotYLabel(df.symbols, datay), c(dt.recent, Sys.Date()), ylim, TRUE)
  print(myPlot)

}

datay <- "recession.initiation.smooth.avg"
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dt.start.prediction, Sys.Date()), ylim, TRUE)
print(myPlot)

Average Model (Smooth)

Zoom into the last couple of years and compare the FED benchmark series. Both are stongly dependant on the 10 year to 3 month inversion so behavior is similar.

Much like the previous section, create the tree model for the smooth recessesion indicator.

Add the prediction to the dataframe

The plot below summarizes the correlations in a graphical format. The tree itself is a little more complicated than I like.

Validation (Smooth, all features)

A qualitative evaluation

Creating the Trading Rules

The strategy here will be to go long when the recesion initiation signal is below 0.5. When it crosses 0.5 I will exit the market. I need a signal that will tell me when to get back in. From the data exploration section I noted that the second derivative of the unemployment rate crosses zero right in the middle of most recessions That zero crossing will serve as the buy signal to get back in the market.

Create the trade rule for recession initiation

## Warning in min(which(dt.end.predictionCand > dt.end.predictionPred[idx])):
## no non-missing arguments to min; returning Inf

## Warning in min(which(dt.end.predictionCand > dt.end.predictionPred[idx])):
## no non-missing arguments to min; returning Inf

## Warning in min(which(dt.end.predictionCand > dt.end.predictionPred[idx])):
## no non-missing arguments to min; returning Inf

Plot the Backtesting Results

Create the Baseline Data Series

The trading strategy will be compared to the S&P 500, shown below. We use this to create an S&P 500 rate of change series. The trading rule will move in and out of this series.

Perform the Backtesting and Plot the Results

In this final analysis step the trading rule is plotted along with the indicator in the top pane. The middle pane shows how the trading rule modified the rate of change series. The bottom plots shows how the investment performed, compared to the S&P 500.

df.data$retRec <- df.data$retBase * df.data$RecInitTrade
df.symbols <-
  rbind(
    df.symbols,
    data.frame(
      string.symbol = "retRec",
      string.source = "Calc",
      string.description =  "Rate of Change, Recession Initiation Rule",
      string.label.y = "Percent",
      float.expense.ratio = -1.00,
      Max030 = FALSE,
      Max180 = FALSE,
      date.series.start = dt.start.prediction,
      date.series.end = as.Date(Sys.Date())
    )
  )

df.data$eqRec <- exp(cumsum(df.data$retRec))
df.data$eqRec <- df.data$eqRec/df.data[min(which(df.data$date>dtStartBackTest)),"eqRec"]
df.symbols <-
  rbind(
    df.symbols,
    data.frame(
      string.symbol = "eqRec",
      string.source = "Calc",
      string.description =  "Equity Return, Recession Initiation Rule",
      string.label.y = "$1 Invested",
      float.expense.ratio = -1.00,
      Max030 = FALSE,
      Max180 = FALSE,
      date.series.start = dt.start.prediction,
      date.series.end = as.Date(Sys.Date())
    )
  )

dataTrade <- "RecInitTrade"
dataRet <- "retRec"
dataEq <- "eqRec"

ylimBackTest = c(0, 250)
p1 <-
  plotBack(
    dfRecession,
    df.data,
    dataTrade,
    dataRet,
    dataEq,
    dfPred,
    bOverlay = TRUE,
    dtStartBackTest,
    ylimBackTest
  )

The trading strategy resulted in an improved return, although most of this comes after the 2007-2008 recession. In that recession the trading rules return to the long position at the exact market bottom. This is in contrast to the 1999-2000 recession where the trading rule returns to long before the market bottoms.

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

Market Conditions

The model is predicting a 54% chance of recession in the next 12 months. The press is all over the map on whether or not a recession will materialize. Some of the auxillary series of note:

  • P/E ratio of 24.27 compares to a historical mean value over the last decade of 15.06. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.

  • S&P 500 Volume, last updated on 2020-02-21, is flat over the last year and negative over the last month.

Unemployment

  • Headline unemployment (U-3) stands at 3.60% (last updated on 2020-01-01) which is near the 1-year average of 3.61% and rising with respect to the low in the last twelve months of 3.50%. Unlikely the rate will drop again.

  • Payrolls (BLS data, NSA) year-over-year stands at 0.58% which is above the 1-year average of 1.27% and falling with respect to the peak, in the last twelve months, of 1.48%.

  • Jobless claims (ICSA data) year-over-year stands at -6.26% (last updated on 2020-02-15) which is in-line with the 1-year average of -1.79% and below the peak, in the last twelve months, of 14.65%.

Personal Income

  • Real personal income year over year growth stands at 1.11% (last updated on 2019-12-01). This is below the recent peak of 2.93%.

Yield Curve and Bond Market

  • The 10-year to 3-month yield stands at -0.03% (last updated on 2020-02-20). This is above the recent low of -0.48%. The trend is positive over the last year and negative over the last month.

  • Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  
6-Month High
string.symbol string.description
1 CPIAUCSL Consumer Price Index for All Urban Consumers: All Items
3 UNRATE Civilian Unemployment Rate U-3
6 TABSHNO Households and nonprofit organizations; total assets, Level
7 HNONWPDPI Household Net Worth, percent Dispsable Income
9 RRSFS Real Retail and Food Services Sales
10 RSALES Real Retail Sales (DISCONTINUED)
20 HNFSUSNSA New One Family Houses for Sale in the United States (Monthly, NSA)
24 REALLNNSA Real Estate Loans, All Commercial Banks (Monthly, NSA)
25 REALLN Real Estate Loans, All Commercial Banks (Monthly, SA)
35 SRPSABSNNCB Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
36 ASTLL All sectors; total loans; liability, Level (NSA)
37 FBDILNECA Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
38 ASOLAL All sectors; other loans and advances; liability, Level (NSA)
39 ASTMA All sectors; total mortgages; asset, Level (NSA)
40 ASHMA All sectors; home mortgages; asset, Level (NSA)
41 ASMRMA All sectors; multifamily residential mortgages; asset, Level (NSA)
42 ASCMA All sectors; commercial mortgages; asset, Level (NSA)
43 ASFMA All sectors; farm mortgages; asset, Level (NSA)
44 CCLBSHNO Households and nonprofit organizations; consumer credit; liability, Level (NSA)
45 FBDSILQ027S Domestic financial sectors debt securities; liability, Level (NSA)
46 FBLL Domestic financial sectors loans; liability, Level (NSA)
47 NCBDBIQ027S Nonfinancial corporate business; debt securities; liability, Level
62 GDP Gross Domestic Product
63 GDPC1 Real Gross Domestic Product
64 GDPDEF Gross Domestic Product: Implicit Price Deflator
71 M2 M2 Money Stock
72 OPHNFB Nonfarm Business Sector: Real Output Per Hour of All Persons
81 GFDEBTN Federal Debt: Total Public Debt
83 CSUSHPINSA S&P/Case-Shiller U.S. National Home Price Index (NSA)
84 GFDEGDQ188S Federal Debt: Total Public Debt as Percent of Gross Domestic Product
86 FYFSGDA188S Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
87 GOLDAMGBD228NLBM Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market
110 EUNNGDP Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
115 PRS88003193 Nonfinancial Corporations Sector: Unit Profits
116 PPIACO Producer Price Index for All Commodities
117 PCUOMFGOMFG Producer Price Index by Industry: Total Manufacturing Industries
118 POPTHM Population (U.S.)
119 LNU03000000 Unemployment Level (NSA)
120 UNEMPLOY Unemployment Level, seasonally adjusted
121 RSAFS Advance Retail Sales: Retail and Food Services
123 TERMCBPER24NS Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
124 A065RC1A027NBEA Personal income (NSA)
125 PI Personal income (SA)
148 A053RC1Q027SBEA National income: Corporate profits before tax (without IVA and CCAdj)
149 CPROFIT Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
150 ISMMANPMI Institute of Supply Managment PMI Composite Index
151 MULTPLSP500PERATIOMONTH S&P 500 TTM P/E
152 MULTPLSP500SALESQUARTER S&P 500 TTM Sales (Not Inflation Adjusted)
154 MULTPLSP500DIVMONTH S&P 500 Dividend by Month (Inflation Adjusted)
156 WWDIWLDISAIRGOODMTK1 Air transport, freight
157 FARMINCOME Net Farm Income
158 OPEARNINGSPERSHARE Operating Earnings per Share
159 AREARNINGSPERSHARE As-Reported Earnings per Share
160 CASHDIVIDENDSPERSHR Cash Dividends per Share
161 FINRAMarginDebt Margin Debt
165 RSALESAGG Real Retail and Food Services Sales (RRSFS and RSALES)
178 PI.by.GDP Personal Income (SA) Normalized by GDP
199 EXPCH.minus.IMPCH U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
204 ASFMA.by.ASTLL All sectors; total loans Divided by farm mortgages
216 LNU03000000BYPOPTHM Unemployment level (NSA) / Population
217 UNEMPLOYBYPOPTHM Unemployment level, seasonally adjusted / Population
221 GOLDAMGBD228NLBM.by.PPIACO Gold, USD/Troy OUnce, Normalized by commodities producer price index
222 GOLDAMGBD228NLBM.by.CPIAUCSL Gold, USD/Troy OUnce, Normalized by consumer price index
231 HNFSUSNSA.minus.HSN1FNSA New One Family Houses Sold - New One Family Houses Sales
233 CPIAUCSL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Price Index for All Urban Consumers: All Items
236 CPIAUCSL_Log Log of Consumer Price Index for All Urban Consumers: All Items
237 CPIAUCSL_mva200 Consumer Price Index for All Urban Consumers: All Items 200 Day MA
238 CPIAUCSL_mva050 Consumer Price Index for All Urban Consumers: All Items 50 Day MA
240 USREC_Smooth Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
241 USREC_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
242 USREC_SmoothDer Derivative of Smoothed NBER based Recession Indicators
243 USREC_Log Log of NBER based Recession Indicators
244 USREC_mva200 NBER based Recession Indicators 200 Day MA
245 USREC_mva050 NBER based Recession Indicators 50 Day MA
247 UNRATE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Civilian Unemployment Rate U-3
249 UNRATE_SmoothDer Derivative of Smoothed Civilian Unemployment Rate U-3
250 UNRATE_Log Log of Civilian Unemployment Rate U-3
254 U6RATE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total unemployed + margin + part-time U-6
256 U6RATE_SmoothDer Derivative of Smoothed Total unemployed + margin + part-time U-6
268 TABSHNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; total assets, Level
270 TABSHNO_SmoothDer Derivative of Smoothed Households and nonprofit organizations; total assets, Level
271 TABSHNO_Log Log of Households and nonprofit organizations; total assets, Level
272 TABSHNO_mva200 Households and nonprofit organizations; total assets, Level 200 Day MA
273 TABSHNO_mva050 Households and nonprofit organizations; total assets, Level 50 Day MA
275 HNONWPDPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Household Net Worth, percent Dispsable Income
277 HNONWPDPI_SmoothDer Derivative of Smoothed Household Net Worth, percent Dispsable Income
278 HNONWPDPI_Log Log of Household Net Worth, percent Dispsable Income
280 HNONWPDPI_mva050 Household Net Worth, percent Dispsable Income 50 Day MA
292 RRSFS_Log Log of Real Retail and Food Services Sales
295 RSALES_YoY Real Retail Sales (DISCONTINUED) Year over Year
299 RSALES_Log Log of Real Retail Sales (DISCONTINUED)
300 RSALES_mva200 Real Retail Sales (DISCONTINUED) 200 Day MA
301 RSALES_mva050 Real Retail Sales (DISCONTINUED) 50 Day MA
305 W875RX1_SmoothDer Derivative of Smoothed Real personal income excluding current transfer receipts
307 W875RX1_mva200 Real personal income excluding current transfer receipts 200 Day MA
312 RPI_SmoothDer Derivative of Smoothed Real personal income
314 RPI_mva200 Real personal income 200 Day MA
317 PCOPPUSDM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Global price of Copper
319 PCOPPUSDM_SmoothDer Derivative of Smoothed Global price of Copper
324 NOBL.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
328 NOBL.Open_mva200 200 Day MA
329 NOBL.Open_mva050 50 Day MA
331 NOBL.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
335 NOBL.High_mva200 200 Day MA
336 NOBL.High_mva050 50 Day MA
338 NOBL.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
342 NOBL.Low_mva200 200 Day MA
345 NOBL.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
349 NOBL.Close_mva200 200 Day MA
352 NOBL.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
354 NOBL.Volume_SmoothDer Derivative of Smoothed
356 NOBL.Volume_mva200 200 Day MA
357 NOBL.Volume_mva050 50 Day MA
359 NOBL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
363 NOBL.Adjusted_mva200 200 Day MA
364 NOBL.Adjusted_mva050 50 Day MA
365 IMPCH_YoY U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) Year over Year
396 HSN1FNSA_SmoothDer Derivative of Smoothed New One Family Houses Sold: United States (Monthly, NSA)
400 HNFSUSNSA_YoY New One Family Houses for Sale in the United States (Monthly, NSA) Year over Year
401 HNFSUSNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses for Sale in the United States (Monthly, NSA)
403 HNFSUSNSA_SmoothDer Derivative of Smoothed New One Family Houses for Sale in the United States (Monthly, NSA)
404 HNFSUSNSA_Log Log of New One Family Houses for Sale in the United States (Monthly, NSA)
406 HNFSUSNSA_mva050 New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA
417 TOTCI_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
424 BUSLOANSNSA_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA)
429 REALLNNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, NSA)
432 REALLNNSA_Log Log of Real Estate Loans, All Commercial Banks (Monthly, NSA)
433 REALLNNSA_mva200 Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
434 REALLNNSA_mva050 Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
436 REALLN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, SA)
439 REALLN_Log Log of Real Estate Loans, All Commercial Banks (Monthly, SA)
440 REALLN_mva200 Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
441 REALLN_mva050 Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
443 RELACBW027NBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA)
447 RELACBW027NBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
450 RELACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA)
452 RELACBW027SBOG_SmoothDer Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA)
454 RELACBW027SBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
455 RELACBW027SBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
461 RREACBM027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
464 RREACBM027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
468 RREACBM027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
471 RREACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA)
475 RREACBW027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
487 MORTGAGE30US_SmoothDer Derivative of Smoothed 30-Year Fixed Rate Mortgage Average in the United States
491 CONSUMERNSA_YoY Consumer Loans, All Commercial Banks Year over Year
492 CONSUMERNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans, All Commercial Banks
496 CONSUMERNSA_mva200 Consumer Loans, All Commercial Banks 200 Day MA
501 TOTCINSA_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
505 SRPSABSNNCB_YoY Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Year over Year
509 SRPSABSNNCB_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
511 SRPSABSNNCB_mva050 Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 50 Day MA
513 ASTLL_Smooth Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans; liability, Level (NSA)
516 ASTLL_Log Log of All sectors; total loans; liability, Level (NSA)
517 ASTLL_mva200 All sectors; total loans; liability, Level (NSA) 200 Day MA
518 ASTLL_mva050 All sectors; total loans; liability, Level (NSA) 50 Day MA
520 FBDILNECA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
523 FBDILNECA_Log Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
524 FBDILNECA_mva200 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA
525 FBDILNECA_mva050 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
527 ASOLAL_Smooth Savitsky-Golay Smoothed (p=3, n=365) All sectors; other loans and advances; liability, Level (NSA)
529 ASOLAL_SmoothDer Derivative of Smoothed All sectors; other loans and advances; liability, Level (NSA)
530 ASOLAL_Log Log of All sectors; other loans and advances; liability, Level (NSA)
532 ASOLAL_mva050 All sectors; other loans and advances; liability, Level (NSA) 50 Day MA
537 ASTMA_Log Log of All sectors; total mortgages; asset, Level (NSA)
538 ASTMA_mva200 All sectors; total mortgages; asset, Level (NSA) 200 Day MA
539 ASTMA_mva050 All sectors; total mortgages; asset, Level (NSA) 50 Day MA
544 ASHMA_Log Log of All sectors; home mortgages; asset, Level (NSA)
545 ASHMA_mva200 All sectors; home mortgages; asset, Level (NSA) 200 Day MA
546 ASHMA_mva050 All sectors; home mortgages; asset, Level (NSA) 50 Day MA
551 ASMRMA_Log Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
552 ASMRMA_mva200 All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
553 ASMRMA_mva050 All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
558 ASCMA_Log Log of All sectors; commercial mortgages; asset, Level (NSA)
559 ASCMA_mva200 All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
560 ASCMA_mva050 All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
565 ASFMA_Log Log of All sectors; farm mortgages; asset, Level (NSA)
566 ASFMA_mva200 All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
567 ASFMA_mva050 All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
572 CCLBSHNO_Log Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA)
573 CCLBSHNO_mva200 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA
574 CCLBSHNO_mva050 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA
576 FBDSILQ027S_Smooth Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors debt securities; liability, Level (NSA)
579 FBDSILQ027S_Log Log of Domestic financial sectors debt securities; liability, Level (NSA)
580 FBDSILQ027S_mva200 Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA
581 FBDSILQ027S_mva050 Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
583 FBLL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors loans; liability, Level (NSA)
586 FBLL_Log Log of Domestic financial sectors loans; liability, Level (NSA)
587 FBLL_mva200 Domestic financial sectors loans; liability, Level (NSA) 200 Day MA
588 FBLL_mva050 Domestic financial sectors loans; liability, Level (NSA) 50 Day MA
593 NCBDBIQ027S_Log Log of Nonfinancial corporate business; debt securities; liability, Level
594 NCBDBIQ027S_mva200 Nonfinancial corporate business; debt securities; liability, Level 200 Day MA
595 NCBDBIQ027S_mva050 Nonfinancial corporate business; debt securities; liability, Level 50 Day MA
599 DGS10_SmoothDer Derivative of Smoothed 10-Year Treasury Constant Maturity Rate
606 TNX.Open_SmoothDer Derivative of Smoothed
613 TNX.High_SmoothDer Derivative of Smoothed
620 TNX.Low_SmoothDer Derivative of Smoothed
627 TNX.Close_SmoothDer Derivative of Smoothed
632 TNX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
633 TNX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
634 TNX.Volume_SmoothDer Derivative of Smoothed
635 TNX.Volume_Log Log of
636 TNX.Volume_mva200 200 Day MA
637 TNX.Volume_mva050 50 Day MA
641 TNX.Adjusted_SmoothDer Derivative of Smoothed
648 DGS30_SmoothDer Derivative of Smoothed 10-Year Treasury Constant Maturity Rate
655 DGS1_SmoothDer Derivative of Smoothed 1-Year Treasury Constant Maturity Rate
662 DGS2_SmoothDer Derivative of Smoothed 2-Year Treasury Constant Maturity Rate
669 TB3MS_SmoothDer Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Monthly)
676 DTB3_SmoothDer Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Daily)
677 DTB3_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
683 IRX.Open_SmoothDer Derivative of Smoothed
690 IRX.High_SmoothDer Derivative of Smoothed
697 IRX.Low_SmoothDer Derivative of Smoothed
704 IRX.Close_SmoothDer Derivative of Smoothed
709 IRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
710 IRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
711 IRX.Volume_SmoothDer Derivative of Smoothed
712 IRX.Volume_Log Log of
713 IRX.Volume_mva200 200 Day MA
714 IRX.Volume_mva050 50 Day MA
718 IRX.Adjusted_SmoothDer Derivative of Smoothed
758 GSPC.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
760 GSPC.Open_SmoothDer Derivative of Smoothed
762 GSPC.Open_mva200 200 Day MA
763 GSPC.Open_mva050 50 Day MA
765 GSPC.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
767 GSPC.High_SmoothDer Derivative of Smoothed
769 GSPC.High_mva200 200 Day MA
770 GSPC.High_mva050 50 Day MA
772 GSPC.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
774 GSPC.Low_SmoothDer Derivative of Smoothed
776 GSPC.Low_mva200 200 Day MA
777 GSPC.Low_mva050 50 Day MA
779 GSPC.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
781 GSPC.Close_SmoothDer Derivative of Smoothed
783 GSPC.Close_mva200 200 Day MA
784 GSPC.Close_mva050 50 Day MA
786 GSPC.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
788 GSPC.Volume_SmoothDer Derivative of Smoothed
789 GSPC.Volume_Log Log of
791 GSPC.Volume_mva050 50 Day MA
793 GSPC.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
795 GSPC.Adjusted_SmoothDer Derivative of Smoothed
797 GSPC.Adjusted_mva200 200 Day MA
798 GSPC.Adjusted_mva050 50 Day MA
803 GDP_Log Log of Gross Domestic Product
804 GDP_mva200 Gross Domestic Product 200 Day MA
805 GDP_mva050 Gross Domestic Product 50 Day MA
810 GDPC1_Log Log of Real Gross Domestic Product
811 GDPC1_mva200 Real Gross Domestic Product 200 Day MA
812 GDPC1_mva050 Real Gross Domestic Product 50 Day MA
817 GDPDEF_Log Log of Gross Domestic Product: Implicit Price Deflator
818 GDPDEF_mva200 Gross Domestic Product: Implicit Price Deflator 200 Day MA
819 GDPDEF_mva050 Gross Domestic Product: Implicit Price Deflator 50 Day MA
821 VIG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
825 VIG.Open_mva200 200 Day MA
826 VIG.Open_mva050 50 Day MA
828 VIG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
832 VIG.High_mva200 200 Day MA
833 VIG.High_mva050 50 Day MA
835 VIG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
839 VIG.Low_mva200 200 Day MA
840 VIG.Low_mva050 50 Day MA
842 VIG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
846 VIG.Close_mva200 200 Day MA
847 VIG.Close_mva050 50 Day MA
851 VIG.Volume_SmoothDer Derivative of Smoothed
856 VIG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
860 VIG.Adjusted_mva200 200 Day MA
861 VIG.Adjusted_mva050 50 Day MA
872 FEDFUNDS_SmoothDer Derivative of Smoothed Effective Federal Funds Rate
879 GPDI_SmoothDer Derivative of Smoothed Gross Private Domestic Investment
886 MZMV_SmoothDer Derivative of Smoothed Velocity of MZM Money Stock
891 M1_Smooth Savitsky-Golay Smoothed (p=3, n=365) M1 Money Stock
895 M1_mva200 M1 Money Stock 200 Day MA
896 M1_mva050 M1 Money Stock 50 Day MA
898 M2_Smooth Savitsky-Golay Smoothed (p=3, n=365) M2 Money Stock
901 M2_Log Log of M2 Money Stock
902 M2_mva200 M2 Money Stock 200 Day MA
903 M2_mva050 M2 Money Stock 50 Day MA
907 OPHNFB_SmoothDer Derivative of Smoothed Nonfarm Business Sector: Real Output Per Hour of All Persons
908 OPHNFB_Log Log of Nonfarm Business Sector: Real Output Per Hour of All Persons
909 OPHNFB_mva200 Nonfarm Business Sector: Real Output Per Hour of All Persons 200 Day MA
910 OPHNFB_mva050 Nonfarm Business Sector: Real Output Per Hour of All Persons 50 Day MA
911 IPMAN_YoY Industrial Production: Manufacturing (NAICS) Year over Year
912 IPMAN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Industrial Production: Manufacturing (NAICS)
914 IPMAN_SmoothDer Derivative of Smoothed Industrial Production: Manufacturing (NAICS)
919 RLG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
921 RLG.Open_SmoothDer Derivative of Smoothed
923 RLG.Open_mva200 200 Day MA
924 RLG.Open_mva050 50 Day MA
926 RLG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
928 RLG.High_SmoothDer Derivative of Smoothed
930 RLG.High_mva200 200 Day MA
931 RLG.High_mva050 50 Day MA
933 RLG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
935 RLG.Low_SmoothDer Derivative of Smoothed
937 RLG.Low_mva200 200 Day MA
938 RLG.Low_mva050 50 Day MA
940 RLG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
942 RLG.Close_SmoothDer Derivative of Smoothed
944 RLG.Close_mva200 200 Day MA
945 RLG.Close_mva050 50 Day MA
947 RLG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
948 RLG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
949 RLG.Volume_SmoothDer Derivative of Smoothed
950 RLG.Volume_Log Log of
951 RLG.Volume_mva200 200 Day MA
952 RLG.Volume_mva050 50 Day MA
954 RLG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
956 RLG.Adjusted_SmoothDer Derivative of Smoothed
958 RLG.Adjusted_mva200 200 Day MA
959 RLG.Adjusted_mva050 50 Day MA
961 IWD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
963 IWD.Open_SmoothDer Derivative of Smoothed
965 IWD.Open_mva200 200 Day MA
966 IWD.Open_mva050 50 Day MA
968 IWD.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
970 IWD.High_SmoothDer Derivative of Smoothed
972 IWD.High_mva200 200 Day MA
973 IWD.High_mva050 50 Day MA
975 IWD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
977 IWD.Low_SmoothDer Derivative of Smoothed
979 IWD.Low_mva200 200 Day MA
980 IWD.Low_mva050 50 Day MA
982 IWD.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
984 IWD.Close_SmoothDer Derivative of Smoothed
986 IWD.Close_mva200 200 Day MA
987 IWD.Close_mva050 50 Day MA
991 IWD.Volume_SmoothDer Derivative of Smoothed
996 IWD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
998 IWD.Adjusted_SmoothDer Derivative of Smoothed
1000 IWD.Adjusted_mva200 200 Day MA
1001 IWD.Adjusted_mva050 50 Day MA
1002 GS5_YoY 5-Year Treasury Constant Maturity Rate Year over Year
1005 GS5_SmoothDer Derivative of Smoothed 5-Year Treasury Constant Maturity Rate
1012 PSAVERT_SmoothDer Derivative of Smoothed Personal Saving Rate
1026 VXX.Open_SmoothDer Derivative of Smoothed
1033 VXX.High_SmoothDer Derivative of Smoothed
1040 VXX.Low_SmoothDer Derivative of Smoothed
1047 VXX.Close_SmoothDer Derivative of Smoothed
1052 VXX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1053 VXX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1054 VXX.Volume_SmoothDer Derivative of Smoothed
1055 VXX.Volume_Log Log of
1057 VXX.Volume_mva050 50 Day MA
1061 VXX.Adjusted_SmoothDer Derivative of Smoothed
1068 HOUST1F_SmoothDer Derivative of Smoothed Privately Owned Housing Starts: 1-Unit Structures
1070 HOUST1F_mva200 Privately Owned Housing Starts: 1-Unit Structures 200 Day MA
1076 GFDEBTN_Log Log of Federal Debt: Total Public Debt
1077 GFDEBTN_mva200 Federal Debt: Total Public Debt 200 Day MA
1078 GFDEBTN_mva050 Federal Debt: Total Public Debt 50 Day MA
1080 HOUST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Housing Starts: Total: New Privately Owned Housing Units Started
1082 HOUST_SmoothDer Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started
1084 HOUST_mva200 Housing Starts: Total: New Privately Owned Housing Units Started 200 Day MA
1087 CSUSHPINSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P/Case-Shiller U.S. National Home Price Index (NSA)
1090 CSUSHPINSA_Log Log of S&P/Case-Shiller U.S. National Home Price Index (NSA)
1091 CSUSHPINSA_mva200 S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA
1092 CSUSHPINSA_mva050 S&P/Case-Shiller U.S. National Home Price Index (NSA) 50 Day MA
1093 GFDEGDQ188S_YoY Federal Debt: Total Public Debt as Percent of Gross Domestic Product Year over Year
1097 GFDEGDQ188S_Log Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product
1098 GFDEGDQ188S_mva200 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 200 Day MA
1099 GFDEGDQ188S_mva050 Federal Debt: Total Public Debt as Percent of Gross Domestic Product 50 Day MA
1103 FYFSD_SmoothDer Derivative of Smoothed Federal Surplus or Deficit
1104 FYFSD_Log Log of Federal Surplus or Deficit
1109 FYFSGDA188S_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
1111 FYFSGDA188S_Log Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
1112 FYFSGDA188S_mva200 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
1113 FYFSGDA188S_mva050 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
1115 GOLDAMGBD228NLBM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market
1116 GOLDAMGBD228NLBM_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market
1118 GOLDAMGBD228NLBM_Log Log of Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market
1119 GOLDAMGBD228NLBM_mva200 Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market 200 Day MA
1120 GOLDAMGBD228NLBM_mva050 Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market 50 Day MA
1121 WALCL_YoY All Federal Reserve Banks: Total Assets Year over Year
1122 WALCL_Smooth Savitsky-Golay Smoothed (p=3, n=365) All Federal Reserve Banks: Total Assets
1124 WALCL_SmoothDer Derivative of Smoothed All Federal Reserve Banks: Total Assets
1126 WALCL_mva200 All Federal Reserve Banks: Total Assets 200 Day MA
1127 WALCL_mva050 All Federal Reserve Banks: Total Assets 50 Day MA
1128 OUTMS_YoY Manufacturing Sector: Real Output Year over Year
1138 MANEMP_SmoothDer Derivative of Smoothed All Employees: Manufacturing
1140 MANEMP_mva200 All Employees: Manufacturing 200 Day MA
1142 PRS30006163_YoY Manufacturing Sector: Real Output Per Person Year over Year
1145 PRS30006163_SmoothDer Derivative of Smoothed Manufacturing Sector: Real Output Per Person
1156 AAA_YoY Moody’s Seasoned Aaa Corporate Bond Yield Year over Year
1159 AAA_SmoothDer Derivative of Smoothed Moody’s Seasoned Aaa Corporate Bond Yield
1166 SOFR_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate
1187 SOFR75_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile
1194 SOFR25_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile
1201 SOFR1_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile
1208 OBFR_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate
1215 OBFR99_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile
1222 OBFR75_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile
1229 OBFR25_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile
1236 OBFR1_SmoothDer Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile
1244 RPONTSYD_Log Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
1250 IOER_SmoothDer Derivative of Smoothed Interest Rate on Excess Reserves
1255 WRESBAL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks
1257 WRESBAL_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks
1260 WRESBAL_mva050 Reserve Balances with Federal Reserve Banks 50 Day MA
1261 EXCSRESNW_YoY Excess Reserves of Depository Institutions Year over Year
1262 EXCSRESNW_Smooth Savitsky-Golay Smoothed (p=3, n=365) Excess Reserves of Depository Institutions
1264 EXCSRESNW_SmoothDer Derivative of Smoothed Excess Reserves of Depository Institutions
1267 EXCSRESNW_mva050 Excess Reserves of Depository Institutions 50 Day MA
1271 ECBASSETS_SmoothDer Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries)
1279 EUNNGDP_Log Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
1280 EUNNGDP_mva200 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
1281 EUNNGDP_mva050 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
1292 USD1MTD156N_SmoothDer Derivative of Smoothed 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar
1297 CURRENCY_Smooth Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1 (Seasonally Adjusted)
1301 CURRENCY_mva200 Currency Component of M1 (Seasonally Adjusted) 200 Day MA
1302 CURRENCY_mva050 Currency Component of M1 (Seasonally Adjusted) 50 Day MA
1304 WCURRNS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1
1308 WCURRNS_mva200 Currency Component of M1 200 Day MA
1311 PRS88003193_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial Corporations Sector: Unit Profits
1314 PRS88003193_Log Log of Nonfinancial Corporations Sector: Unit Profits
1316 PRS88003193_mva050 Nonfinancial Corporations Sector: Unit Profits 50 Day MA
1318 PPIACO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Producer Price Index for All Commodities
1320 PPIACO_SmoothDer Derivative of Smoothed Producer Price Index for All Commodities
1321 PPIACO_Log Log of Producer Price Index for All Commodities
1323 PPIACO_mva050 Producer Price Index for All Commodities 50 Day MA
1325 PCUOMFGOMFG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Producer Price Index by Industry: Total Manufacturing Industries
1328 PCUOMFGOMFG_Log Log of Producer Price Index by Industry: Total Manufacturing Industries
1330 PCUOMFGOMFG_mva050 Producer Price Index by Industry: Total Manufacturing Industries 50 Day MA
1335 POPTHM_Log Log of Population (U.S.)
1336 POPTHM_mva200 Population (U.S.) 200 Day MA
1337 POPTHM_mva050 Population (U.S.) 50 Day MA
1338 LNU03000000_YoY Unemployment Level (NSA) Year over Year
1339 LNU03000000_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level (NSA)
1341 LNU03000000_SmoothDer Derivative of Smoothed Unemployment Level (NSA)
1342 LNU03000000_Log Log of Unemployment Level (NSA)
1344 LNU03000000_mva050 Unemployment Level (NSA) 50 Day MA
1346 UNEMPLOY_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level, seasonally adjusted
1348 UNEMPLOY_SmoothDer Derivative of Smoothed Unemployment Level, seasonally adjusted
1349 UNEMPLOY_Log Log of Unemployment Level, seasonally adjusted
1353 RSAFS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Advance Retail Sales: Retail and Food Services
1356 RSAFS_Log Log of Advance Retail Sales: Retail and Food Services
1357 RSAFS_mva200 Advance Retail Sales: Retail and Food Services 200 Day MA
1358 RSAFS_mva050 Advance Retail Sales: Retail and Food Services 50 Day MA
1367 TERMCBPER24NS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
1369 TERMCBPER24NS_SmoothDer Derivative of Smoothed Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
1370 TERMCBPER24NS_Log Log of Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
1372 TERMCBPER24NS_mva050 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 50 Day MA
1376 A065RC1A027NBEA_SmoothDer Derivative of Smoothed Personal income (NSA)
1377 A065RC1A027NBEA_Log Log of Personal income (NSA)
1378 A065RC1A027NBEA_mva200 Personal income (NSA) 200 Day MA
1379 A065RC1A027NBEA_mva050 Personal income (NSA) 50 Day MA
1384 PI_Log Log of Personal income (SA)
1385 PI_mva200 Personal income (SA) 200 Day MA
1386 PI_mva050 Personal income (SA) 50 Day MA
1388 SPY.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1390 SPY.Open_SmoothDer Derivative of Smoothed
1392 SPY.Open_mva200 200 Day MA
1393 SPY.Open_mva050 50 Day MA
1395 SPY.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1397 SPY.High_SmoothDer Derivative of Smoothed
1399 SPY.High_mva200 200 Day MA
1400 SPY.High_mva050 50 Day MA
1402 SPY.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1404 SPY.Low_SmoothDer Derivative of Smoothed
1406 SPY.Low_mva200 200 Day MA
1407 SPY.Low_mva050 50 Day MA
1409 SPY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1411 SPY.Close_SmoothDer Derivative of Smoothed
1413 SPY.Close_mva200 200 Day MA
1414 SPY.Close_mva050 50 Day MA
1416 SPY.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1417 SPY.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1418 SPY.Volume_SmoothDer Derivative of Smoothed
1423 SPY.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1425 SPY.Adjusted_SmoothDer Derivative of Smoothed
1427 SPY.Adjusted_mva200 200 Day MA
1428 SPY.Adjusted_mva050 50 Day MA
1430 MDY.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1431 MDY.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1432 MDY.Open_SmoothDer Derivative of Smoothed
1434 MDY.Open_mva200 200 Day MA
1435 MDY.Open_mva050 50 Day MA
1437 MDY.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1439 MDY.High_SmoothDer Derivative of Smoothed
1441 MDY.High_mva200 200 Day MA
1442 MDY.High_mva050 50 Day MA
1444 MDY.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1446 MDY.Low_SmoothDer Derivative of Smoothed
1448 MDY.Low_mva200 200 Day MA
1449 MDY.Low_mva050 50 Day MA
1451 MDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1453 MDY.Close_SmoothDer Derivative of Smoothed
1455 MDY.Close_mva200 200 Day MA
1456 MDY.Close_mva050 50 Day MA
1465 MDY.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1467 MDY.Adjusted_SmoothDer Derivative of Smoothed
1469 MDY.Adjusted_mva200 200 Day MA
1470 MDY.Adjusted_mva050 50 Day MA
1474 EES.Open_SmoothDer Derivative of Smoothed
1476 EES.Open_mva200 200 Day MA
1481 EES.High_SmoothDer Derivative of Smoothed
1483 EES.High_mva200 200 Day MA
1488 EES.Low_SmoothDer Derivative of Smoothed
1490 EES.Low_mva200 200 Day MA
1495 EES.Close_SmoothDer Derivative of Smoothed
1497 EES.Close_mva200 200 Day MA
1500 EES.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1502 EES.Volume_SmoothDer Derivative of Smoothed
1503 EES.Volume_Log Log of
1509 EES.Adjusted_SmoothDer Derivative of Smoothed
1511 EES.Adjusted_mva200 200 Day MA
1514 IJR.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1516 IJR.Open_SmoothDer Derivative of Smoothed
1518 IJR.Open_mva200 200 Day MA
1521 IJR.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1523 IJR.High_SmoothDer Derivative of Smoothed
1525 IJR.High_mva200 200 Day MA
1528 IJR.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1530 IJR.Low_SmoothDer Derivative of Smoothed
1532 IJR.Low_mva200 200 Day MA
1535 IJR.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1537 IJR.Close_SmoothDer Derivative of Smoothed
1539 IJR.Close_mva200 200 Day MA
1544 IJR.Volume_SmoothDer Derivative of Smoothed
1549 IJR.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1551 IJR.Adjusted_SmoothDer Derivative of Smoothed
1553 IJR.Adjusted_mva200 200 Day MA
1584 VGSTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1585 VGSTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1586 VGSTX.Volume_SmoothDer Derivative of Smoothed
1587 VGSTX.Volume_Log Log of
1588 VGSTX.Volume_mva200 200 Day MA
1589 VGSTX.Volume_mva050 50 Day MA
1598 VFINX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1600 VFINX.Open_SmoothDer Derivative of Smoothed
1602 VFINX.Open_mva200 200 Day MA
1603 VFINX.Open_mva050 50 Day MA
1605 VFINX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1607 VFINX.High_SmoothDer Derivative of Smoothed
1609 VFINX.High_mva200 200 Day MA
1610 VFINX.High_mva050 50 Day MA
1612 VFINX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1614 VFINX.Low_SmoothDer Derivative of Smoothed
1616 VFINX.Low_mva200 200 Day MA
1617 VFINX.Low_mva050 50 Day MA
1619 VFINX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1621 VFINX.Close_SmoothDer Derivative of Smoothed
1623 VFINX.Close_mva200 200 Day MA
1624 VFINX.Close_mva050 50 Day MA
1626 VFINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1627 VFINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1628 VFINX.Volume_SmoothDer Derivative of Smoothed
1629 VFINX.Volume_Log Log of
1630 VFINX.Volume_mva200 200 Day MA
1631 VFINX.Volume_mva050 50 Day MA
1633 VFINX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1635 VFINX.Adjusted_SmoothDer Derivative of Smoothed
1637 VFINX.Adjusted_mva200 200 Day MA
1638 VFINX.Adjusted_mva050 50 Day MA
1640 VOE.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1642 VOE.Open_SmoothDer Derivative of Smoothed
1644 VOE.Open_mva200 200 Day MA
1645 VOE.Open_mva050 50 Day MA
1647 VOE.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1649 VOE.High_SmoothDer Derivative of Smoothed
1651 VOE.High_mva200 200 Day MA
1652 VOE.High_mva050 50 Day MA
1654 VOE.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1656 VOE.Low_SmoothDer Derivative of Smoothed
1658 VOE.Low_mva200 200 Day MA
1659 VOE.Low_mva050 50 Day MA
1661 VOE.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1663 VOE.Close_SmoothDer Derivative of Smoothed
1665 VOE.Close_mva200 200 Day MA
1666 VOE.Close_mva050 50 Day MA
1670 VOE.Volume_SmoothDer Derivative of Smoothed
1675 VOE.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1677 VOE.Adjusted_SmoothDer Derivative of Smoothed
1679 VOE.Adjusted_mva200 200 Day MA
1680 VOE.Adjusted_mva050 50 Day MA
1682 VOT.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1684 VOT.Open_SmoothDer Derivative of Smoothed
1686 VOT.Open_mva200 200 Day MA
1687 VOT.Open_mva050 50 Day MA
1689 VOT.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1691 VOT.High_SmoothDer Derivative of Smoothed
1693 VOT.High_mva200 200 Day MA
1694 VOT.High_mva050 50 Day MA
1696 VOT.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1698 VOT.Low_SmoothDer Derivative of Smoothed
1700 VOT.Low_mva200 200 Day MA
1701 VOT.Low_mva050 50 Day MA
1703 VOT.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1705 VOT.Close_SmoothDer Derivative of Smoothed
1707 VOT.Close_mva200 200 Day MA
1708 VOT.Close_mva050 50 Day MA
1710 VOT.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1712 VOT.Volume_SmoothDer Derivative of Smoothed
1717 VOT.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1719 VOT.Adjusted_SmoothDer Derivative of Smoothed
1721 VOT.Adjusted_mva200 200 Day MA
1722 VOT.Adjusted_mva050 50 Day MA
1724 TMFGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1726 TMFGX.Open_SmoothDer Derivative of Smoothed
1728 TMFGX.Open_mva200 200 Day MA
1729 TMFGX.Open_mva050 50 Day MA
1731 TMFGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1733 TMFGX.High_SmoothDer Derivative of Smoothed
1735 TMFGX.High_mva200 200 Day MA
1736 TMFGX.High_mva050 50 Day MA
1738 TMFGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1740 TMFGX.Low_SmoothDer Derivative of Smoothed
1742 TMFGX.Low_mva200 200 Day MA
1743 TMFGX.Low_mva050 50 Day MA
1745 TMFGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1747 TMFGX.Close_SmoothDer Derivative of Smoothed
1749 TMFGX.Close_mva200 200 Day MA
1750 TMFGX.Close_mva050 50 Day MA
1752 TMFGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1753 TMFGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1754 TMFGX.Volume_SmoothDer Derivative of Smoothed
1755 TMFGX.Volume_Log Log of
1756 TMFGX.Volume_mva200 200 Day MA
1757 TMFGX.Volume_mva050 50 Day MA
1759 TMFGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1761 TMFGX.Adjusted_SmoothDer Derivative of Smoothed
1763 TMFGX.Adjusted_mva200 200 Day MA
1764 TMFGX.Adjusted_mva050 50 Day MA
1766 IWM.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1768 IWM.Open_SmoothDer Derivative of Smoothed
1770 IWM.Open_mva200 200 Day MA
1771 IWM.Open_mva050 50 Day MA
1773 IWM.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1775 IWM.High_SmoothDer Derivative of Smoothed
1777 IWM.High_mva200 200 Day MA
1778 IWM.High_mva050 50 Day MA
1780 IWM.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1782 IWM.Low_SmoothDer Derivative of Smoothed
1784 IWM.Low_mva200 200 Day MA
1785 IWM.Low_mva050 50 Day MA
1787 IWM.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1789 IWM.Close_SmoothDer Derivative of Smoothed
1791 IWM.Close_mva200 200 Day MA
1792 IWM.Close_mva050 50 Day MA
1801 IWM.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1803 IWM.Adjusted_SmoothDer Derivative of Smoothed
1805 IWM.Adjusted_mva200 200 Day MA
1806 IWM.Adjusted_mva050 50 Day MA
1808 ONEQ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1810 ONEQ.Open_SmoothDer Derivative of Smoothed
1812 ONEQ.Open_mva200 200 Day MA
1813 ONEQ.Open_mva050 50 Day MA
1815 ONEQ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1817 ONEQ.High_SmoothDer Derivative of Smoothed
1819 ONEQ.High_mva200 200 Day MA
1820 ONEQ.High_mva050 50 Day MA
1822 ONEQ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1824 ONEQ.Low_SmoothDer Derivative of Smoothed
1826 ONEQ.Low_mva200 200 Day MA
1827 ONEQ.Low_mva050 50 Day MA
1829 ONEQ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1831 ONEQ.Close_SmoothDer Derivative of Smoothed
1833 ONEQ.Close_mva200 200 Day MA
1834 ONEQ.Close_mva050 50 Day MA
1836 ONEQ.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1837 ONEQ.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1838 ONEQ.Volume_SmoothDer Derivative of Smoothed
1843 ONEQ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1845 ONEQ.Adjusted_SmoothDer Derivative of Smoothed
1847 ONEQ.Adjusted_mva200 200 Day MA
1848 ONEQ.Adjusted_mva050 50 Day MA
1850 HAINX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1854 HAINX.Open_mva200 200 Day MA
1857 HAINX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1861 HAINX.High_mva200 200 Day MA
1864 HAINX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1868 HAINX.Low_mva200 200 Day MA
1871 HAINX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1875 HAINX.Close_mva200 200 Day MA
1878 HAINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1879 HAINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1880 HAINX.Volume_SmoothDer Derivative of Smoothed
1881 HAINX.Volume_Log Log of
1882 HAINX.Volume_mva200 200 Day MA
1883 HAINX.Volume_mva050 50 Day MA
1885 HAINX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1887 HAINX.Adjusted_SmoothDer Derivative of Smoothed
1889 HAINX.Adjusted_mva200 200 Day MA
1892 VEU.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1894 VEU.Open_SmoothDer Derivative of Smoothed
1896 VEU.Open_mva200 200 Day MA
1899 VEU.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1901 VEU.High_SmoothDer Derivative of Smoothed
1903 VEU.High_mva200 200 Day MA
1906 VEU.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1908 VEU.Low_SmoothDer Derivative of Smoothed
1910 VEU.Low_mva200 200 Day MA
1913 VEU.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1915 VEU.Close_SmoothDer Derivative of Smoothed
1917 VEU.Close_mva200 200 Day MA
1922 VEU.Volume_SmoothDer Derivative of Smoothed
1927 VEU.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1929 VEU.Adjusted_SmoothDer Derivative of Smoothed
1931 VEU.Adjusted_mva200 200 Day MA
1969 BIL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1970 BIL.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1972 BIL.Adjusted_Log Log of
1973 BIL.Adjusted_mva200 200 Day MA
1974 BIL.Adjusted_mva050 50 Day MA
1976 IVOO.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1977 IVOO.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1978 IVOO.Open_SmoothDer Derivative of Smoothed
1980 IVOO.Open_mva200 200 Day MA
1981 IVOO.Open_mva050 50 Day MA
1983 IVOO.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1985 IVOO.High_SmoothDer Derivative of Smoothed
1987 IVOO.High_mva200 200 Day MA
1988 IVOO.High_mva050 50 Day MA
1990 IVOO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1992 IVOO.Low_SmoothDer Derivative of Smoothed
1994 IVOO.Low_mva200 200 Day MA
1995 IVOO.Low_mva050 50 Day MA
1997 IVOO.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1999 IVOO.Close_SmoothDer Derivative of Smoothed
2001 IVOO.Close_mva200 200 Day MA
2002 IVOO.Close_mva050 50 Day MA
2004 IVOO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2006 IVOO.Volume_SmoothDer Derivative of Smoothed
2007 IVOO.Volume_Log Log of
2011 IVOO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2013 IVOO.Adjusted_SmoothDer Derivative of Smoothed
2015 IVOO.Adjusted_mva200 200 Day MA
2016 IVOO.Adjusted_mva050 50 Day MA
2018 VO.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2020 VO.Open_SmoothDer Derivative of Smoothed
2022 VO.Open_mva200 200 Day MA
2023 VO.Open_mva050 50 Day MA
2025 VO.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2027 VO.High_SmoothDer Derivative of Smoothed
2029 VO.High_mva200 200 Day MA
2030 VO.High_mva050 50 Day MA
2032 VO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2034 VO.Low_SmoothDer Derivative of Smoothed
2036 VO.Low_mva200 200 Day MA
2037 VO.Low_mva050 50 Day MA
2039 VO.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2041 VO.Close_SmoothDer Derivative of Smoothed
2043 VO.Close_mva200 200 Day MA
2044 VO.Close_mva050 50 Day MA
2046 VO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2048 VO.Volume_SmoothDer Derivative of Smoothed
2049 VO.Volume_Log Log of
2053 VO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2055 VO.Adjusted_SmoothDer Derivative of Smoothed
2057 VO.Adjusted_mva200 200 Day MA
2058 VO.Adjusted_mva050 50 Day MA
2060 CZA.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2062 CZA.Open_SmoothDer Derivative of Smoothed
2064 CZA.Open_mva200 200 Day MA
2065 CZA.Open_mva050 50 Day MA
2067 CZA.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2071 CZA.High_mva200 200 Day MA
2072 CZA.High_mva050 50 Day MA
2074 CZA.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2076 CZA.Low_SmoothDer Derivative of Smoothed
2078 CZA.Low_mva200 200 Day MA
2079 CZA.Low_mva050 50 Day MA
2081 CZA.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2083 CZA.Close_SmoothDer Derivative of Smoothed
2085 CZA.Close_mva200 200 Day MA
2086 CZA.Close_mva050 50 Day MA
2088 CZA.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2090 CZA.Volume_SmoothDer Derivative of Smoothed
2091 CZA.Volume_Log Log of
2095 CZA.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2097 CZA.Adjusted_SmoothDer Derivative of Smoothed
2099 CZA.Adjusted_mva200 200 Day MA
2100 CZA.Adjusted_mva050 50 Day MA
2102 VYM.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2104 VYM.Open_SmoothDer Derivative of Smoothed
2106 VYM.Open_mva200 200 Day MA
2109 VYM.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2111 VYM.High_SmoothDer Derivative of Smoothed
2113 VYM.High_mva200 200 Day MA
2116 VYM.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2118 VYM.Low_SmoothDer Derivative of Smoothed
2120 VYM.Low_mva200 200 Day MA
2123 VYM.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2125 VYM.Close_SmoothDer Derivative of Smoothed
2127 VYM.Close_mva200 200 Day MA
2132 VYM.Volume_SmoothDer Derivative of Smoothed
2137 VYM.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2139 VYM.Adjusted_SmoothDer Derivative of Smoothed
2141 VYM.Adjusted_mva200 200 Day MA
2142 VYM.Adjusted_mva050 50 Day MA
2144 ACWI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2146 ACWI.Open_SmoothDer Derivative of Smoothed
2148 ACWI.Open_mva200 200 Day MA
2149 ACWI.Open_mva050 50 Day MA
2151 ACWI.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2153 ACWI.High_SmoothDer Derivative of Smoothed
2155 ACWI.High_mva200 200 Day MA
2156 ACWI.High_mva050 50 Day MA
2158 ACWI.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2160 ACWI.Low_SmoothDer Derivative of Smoothed
2162 ACWI.Low_mva200 200 Day MA
2163 ACWI.Low_mva050 50 Day MA
2165 ACWI.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2167 ACWI.Close_SmoothDer Derivative of Smoothed
2169 ACWI.Close_mva200 200 Day MA
2170 ACWI.Close_mva050 50 Day MA
2174 ACWI.Volume_SmoothDer Derivative of Smoothed
2179 ACWI.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2181 ACWI.Adjusted_SmoothDer Derivative of Smoothed
2183 ACWI.Adjusted_mva200 200 Day MA
2184 ACWI.Adjusted_mva050 50 Day MA
2186 SLY.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2188 SLY.Open_SmoothDer Derivative of Smoothed
2190 SLY.Open_mva200 200 Day MA
2193 SLY.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2195 SLY.High_SmoothDer Derivative of Smoothed
2197 SLY.High_mva200 200 Day MA
2200 SLY.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2202 SLY.Low_SmoothDer Derivative of Smoothed
2204 SLY.Low_mva200 200 Day MA
2207 SLY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2209 SLY.Close_SmoothDer Derivative of Smoothed
2211 SLY.Close_mva200 200 Day MA
2214 SLY.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2216 SLY.Volume_SmoothDer Derivative of Smoothed
2217 SLY.Volume_Log Log of
2221 SLY.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2223 SLY.Adjusted_SmoothDer Derivative of Smoothed
2225 SLY.Adjusted_mva200 200 Day MA
2228 QQQ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2230 QQQ.Open_SmoothDer Derivative of Smoothed
2232 QQQ.Open_mva200 200 Day MA
2233 QQQ.Open_mva050 50 Day MA
2235 QQQ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2237 QQQ.High_SmoothDer Derivative of Smoothed
2239 QQQ.High_mva200 200 Day MA
2240 QQQ.High_mva050 50 Day MA
2242 QQQ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2244 QQQ.Low_SmoothDer Derivative of Smoothed
2246 QQQ.Low_mva200 200 Day MA
2247 QQQ.Low_mva050 50 Day MA
2249 QQQ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2251 QQQ.Close_SmoothDer Derivative of Smoothed
2253 QQQ.Close_mva200 200 Day MA
2254 QQQ.Close_mva050 50 Day MA
2256 QQQ.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2257 QQQ.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2259 QQQ.Volume_Log Log of
2263 QQQ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2265 QQQ.Adjusted_SmoothDer Derivative of Smoothed
2267 QQQ.Adjusted_mva200 200 Day MA
2268 QQQ.Adjusted_mva050 50 Day MA
2270 HYMB.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2271 HYMB.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2273 HYMB.Open_Log Log of
2274 HYMB.Open_mva200 200 Day MA
2275 HYMB.Open_mva050 50 Day MA
2277 HYMB.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2278 HYMB.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2280 HYMB.High_Log Log of
2281 HYMB.High_mva200 200 Day MA
2282 HYMB.High_mva050 50 Day MA
2284 HYMB.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2285 HYMB.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2287 HYMB.Low_Log Log of
2288 HYMB.Low_mva200 200 Day MA
2289 HYMB.Low_mva050 50 Day MA
2291 HYMB.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2292 HYMB.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2294 HYMB.Close_Log Log of
2295 HYMB.Close_mva200 200 Day MA
2296 HYMB.Close_mva050 50 Day MA
2298 HYMB.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2300 HYMB.Volume_SmoothDer Derivative of Smoothed
2301 HYMB.Volume_Log Log of
2305 HYMB.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2306 HYMB.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2308 HYMB.Adjusted_Log Log of
2309 HYMB.Adjusted_mva200 200 Day MA
2310 HYMB.Adjusted_mva050 50 Day MA
2312 A053RC1Q027SBEA_Smooth Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj)
2314 A053RC1Q027SBEA_SmoothDer Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj)
2315 A053RC1Q027SBEA_Log Log of National income: Corporate profits before tax (without IVA and CCAdj)
2317 A053RC1Q027SBEA_mva050 National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA
2319 CPROFIT_Smooth Savitsky-Golay Smoothed (p=3, n=365) Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
2322 CPROFIT_Log Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
2324 CPROFIT_mva050 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA
2326 ISMMANPMI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Institute of Supply Managment PMI Composite Index
2328 ISMMANPMI_SmoothDer Derivative of Smoothed Institute of Supply Managment PMI Composite Index
2329 ISMMANPMI_Log Log of Institute of Supply Managment PMI Composite Index
2331 ISMMANPMI_mva050 Institute of Supply Managment PMI Composite Index 50 Day MA
2333 MULTPLSP500PERATIOMONTH_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 TTM P/E
2336 MULTPLSP500PERATIOMONTH_Log Log of S&P 500 TTM P/E
2337 MULTPLSP500PERATIOMONTH_mva200 S&P 500 TTM P/E 200 Day MA
2338 MULTPLSP500PERATIOMONTH_mva050 S&P 500 TTM P/E 50 Day MA
2343 MULTPLSP500SALESQUARTER_Log Log of S&P 500 TTM Sales (Not Inflation Adjusted)
2344 MULTPLSP500SALESQUARTER_mva200 S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA
2345 MULTPLSP500SALESQUARTER_mva050 S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA
2349 MULTPLSP500DIVYIELDMONTH_SmoothDer Derivative of Smoothed S&P 500 Dividend Yield by Month
2354 MULTPLSP500DIVMONTH_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 Dividend by Month (Inflation Adjusted)
2356 MULTPLSP500DIVMONTH_SmoothDer Derivative of Smoothed S&P 500 Dividend by Month (Inflation Adjusted)
2357 MULTPLSP500DIVMONTH_Log Log of S&P 500 Dividend by Month (Inflation Adjusted)
2358 MULTPLSP500DIVMONTH_mva200 S&P 500 Dividend by Month (Inflation Adjusted) 200 Day MA
2359 MULTPLSP500DIVMONTH_mva050 S&P 500 Dividend by Month (Inflation Adjusted) 50 Day MA
2363 CHRISCMEHG1_SmoothDer Derivative of Smoothed Copper Futures, Continuous Contract #1 (HG1) (Front Month)
2367 WWDIWLDISAIRGOODMTK1_YoY Air transport, freight Year over Year
2371 WWDIWLDISAIRGOODMTK1_Log Log of Air transport, freight
2372 WWDIWLDISAIRGOODMTK1_mva200 Air transport, freight 200 Day MA
2373 WWDIWLDISAIRGOODMTK1_mva050 Air transport, freight 50 Day MA
2377 FARMINCOME_SmoothDer Derivative of Smoothed Net Farm Income
2378 FARMINCOME_Log Log of Net Farm Income
2379 FARMINCOME_mva200 Net Farm Income 200 Day MA
2380 FARMINCOME_mva050 Net Farm Income 50 Day MA
2382 OPEARNINGSPERSHARE_Smooth Savitsky-Golay Smoothed (p=3, n=365) Operating Earnings per Share
2385 OPEARNINGSPERSHARE_Log Log of Operating Earnings per Share
2386 OPEARNINGSPERSHARE_mva200 Operating Earnings per Share 200 Day MA
2387 OPEARNINGSPERSHARE_mva050 Operating Earnings per Share 50 Day MA
2389 AREARNINGSPERSHARE_Smooth Savitsky-Golay Smoothed (p=3, n=365) As-Reported Earnings per Share
2392 AREARNINGSPERSHARE_Log Log of As-Reported Earnings per Share
2394 AREARNINGSPERSHARE_mva050 As-Reported Earnings per Share 50 Day MA
2399 CASHDIVIDENDSPERSHR_Log Log of Cash Dividends per Share
2400 CASHDIVIDENDSPERSHR_mva200 Cash Dividends per Share 200 Day MA
2401 CASHDIVIDENDSPERSHR_mva050 Cash Dividends per Share 50 Day MA
2403 FINRAMarginDebt_Smooth Savitsky-Golay Smoothed (p=3, n=365) Margin Debt
2406 FINRAMarginDebt_Log Log of Margin Debt
2412 FINRAFreeCreditMargin_SmoothDer Derivative of Smoothed Free Credit Balances in Customers’ Securities Margin Accounts
2414 FINRAFreeCreditMargin_mva200 Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA
2420 OCCEquityVolume_Log Log of Equity Options Volume
2427 OCCNonEquityVolume_Log Log of Non-Equity Options Volume
2434 RSALESAGG_Log Log of Real Retail and Food Services Sales (RRSFS and RSALES)
2441 BUSLOANS.minus.BUSLOANSNSA_Log Log of Business Loans (Montlhy) SA - NSA
2448 BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log Log of Business Loans (Montlhy) SA - NSA divided by GDP
2454 BUSLOANS.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
2461 BUSLOANS.INTEREST_SmoothDer Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burdens
2468 BUSLOANS.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
2475 BUSLOANSNSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
2482 TOTCI.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, SA) Normalized by GDP
2489 TOTCINSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP
2496 TOTCINSA.INTEREST_SmoothDer Derivative of Smoothed Business Loans (Weekly, NSA) Adjusted Interest Burdens
2503 TOTCINSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
2508 W875RX1.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP
2510 W875RX1.by.GDP_SmoothDer Derivative of Smoothed Real Personal Income Normalized by GDP
2514 A065RC1A027NBEA.by.GDP_YoY Personal Income (NSA) Normalized by GDP Year over Year
2517 A065RC1A027NBEA.by.GDP_SmoothDer Derivative of Smoothed Personal Income (NSA) Normalized by GDP
2522 PI.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP
2524 PI.by.GDP_SmoothDer Derivative of Smoothed Personal Income (SA) Normalized by GDP
2525 PI.by.GDP_Log Log of Personal Income (SA) Normalized by GDP
2526 PI.by.GDP_mva200 Personal Income (SA) Normalized by GDP 200 Day MA
2527 PI.by.GDP_mva050 Personal Income (SA) Normalized by GDP 50 Day MA
2531 A053RC1Q027SBEA.by.GDP_SmoothDer Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP
2542 CONSUMERNSA.by.GDP_YoY Consumer Loans Not Seasonally Adjusted divided by GDP Year over Year
2543 CONSUMERNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans Not Seasonally Adjusted divided by GDP
2547 CONSUMERNSA.by.GDP_mva200 Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA
2549 RREACBM027NBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year
2550 RREACBM027NBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, NSA) divided by GDP
2554 RREACBM027NBOG.by.GDP_mva200 Residental Real Estate Loans (Monthly, NSA) divided by GDP 200 Day MA
2556 RREACBM027SBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year
2557 RREACBM027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, SA) divided by GDP
2559 RREACBM027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP
2564 RREACBW027SBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP
2566 RREACBW027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
2577 ASHMA.by.GDP_YoY Home Mortgages (Quarterly, NSA) divided by GDP Year over Year
2580 ASHMA.by.GDP_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) divided by GDP
2587 ASHMA.INTEREST_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
2594 ASHMA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed
2598 CONSUMERNSA.INTEREST_YoY Consumer Loans (Not Seasonally Adjusted) Interest Burdens Year over Year
2599 CONSUMERNSA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burdens
2601 CONSUMERNSA.INTEREST_SmoothDer Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burdens
2603 CONSUMERNSA.INTEREST_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA
2605 CONSUMERNSA.INTEREST.by.GDP_YoY Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP Year over Year
2606 CONSUMERNSA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
2608 CONSUMERNSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
2610 CONSUMERNSA.INTEREST.by.GDP_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 200 Day MA
2613 TOTLNNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
2617 TOTLNNSA_mva200 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
2619 TOTLNNSA.by.GDP_YoY Total Loans Not Seasonally Adjusted divided by GDP Year over Year
2620 TOTLNNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP
2622 TOTLNNSA.by.GDP_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted divided by GDP
2624 TOTLNNSA.by.GDP_mva200 Total Loans Not Seasonally Adjusted divided by GDP 200 Day MA
2629 TOTLNNSA.INTEREST_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burdens
2636 TOTLNNSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
2641 WRESBAL.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks Divided by GDP
2643 WRESBAL.by.GDP_SmoothDer Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP
2646 WRESBAL.by.GDP_mva050 Reserve Balances with Federal Reserve Banks Divided by GDP 50 Day MA
2647 EXCSRESNW.by.GDP_YoY Excess Reserves of Depository Institutions Divided by GDP Year over Year
2648 EXCSRESNW.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Excess Reserves of Depository Institutions Divided by GDP
2650 EXCSRESNW.by.GDP_SmoothDer Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP
2653 EXCSRESNW.by.GDP_mva050 Excess Reserves of Depository Institutions Divided by GDP 50 Day MA
2668 EXPCH.minus.IMPCH_YoY U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) Year over Year
2671 EXPCH.minus.IMPCH_SmoothDer Derivative of Smoothed U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
2672 EXPCH.minus.IMPCH_Log Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
2673 EXPCH.minus.IMPCH_mva200 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 200 Day MA
2674 EXPCH.minus.IMPCH_mva050 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 50 Day MA
2679 EXPMX.minus.IMPMX_Log Log of
2682 SRPSABSNNCB.by.GDP_YoY Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP Year over Year
2686 SRPSABSNNCB.by.GDP_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
2692 ASTLL.by.GDP_SmoothDer Derivative of Smoothed All sectors; total loans; liability, Level (NSA) Divided by GDP
2699 ASFMA.by.GDP_SmoothDer Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
2703 ASFMA.by.ASTLL_YoY All sectors; total loans Divided by farm mortgages Year over Year
2707 ASFMA.by.ASTLL_Log Log of All sectors; total loans Divided by farm mortgages
2708 ASFMA.by.ASTLL_mva200 All sectors; total loans Divided by farm mortgages 200 Day MA
2709 ASFMA.by.ASTLL_mva050 All sectors; total loans Divided by farm mortgages 50 Day MA
2713 ASFMA.INTEREST_SmoothDer Derivative of Smoothed Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
2720 ASFMA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
2727 FARMINCOME.by.GDP_SmoothDer Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP
2731 WALCL.by.GDP_YoY All Federal Reserve Banks: Total Assets Divided by GDP Year over Year
2732 WALCL.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) All Federal Reserve Banks: Total Assets Divided by GDP
2734 WALCL.by.GDP_SmoothDer Derivative of Smoothed All Federal Reserve Banks: Total Assets Divided by GDP
2736 WALCL.by.GDP_mva200 All Federal Reserve Banks: Total Assets Divided by GDP 200 Day MA
2737 WALCL.by.GDP_mva050 All Federal Reserve Banks: Total Assets Divided by GDP 50 Day MA
2741 ECBASSETS.by.EUNNGDP_SmoothDer Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
2749 DGS30TO10_Log Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
2756 DGS10TO1_Log Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
2757 DGS10TO1_mva200 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 200 Day MA
2760 DGS10TO2_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
2762 DGS10TO2_SmoothDer Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
2763 DGS10TO2_Log Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
2770 DGS10TOTB3MS_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
2771 DGS10TOTB3MS_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA
2776 DGS10TODTB3_SmoothDer Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
2777 DGS10TODTB3_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
2778 DGS10TODTB3_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA
2781 DGS10ByAAA_Smooth Savitsky-Golay Smoothed (p=3, n=365) AAA ratio to 10 year treasury (AAA/DGS10)
2785 DGS10ByAAA_mva200 AAA ratio to 10 year treasury (AAA/DGS10) 200 Day MA
2787 LNU03000000BYPOPTHM_YoY Unemployment level (NSA) / Population Year over Year
2788 LNU03000000BYPOPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment level (NSA) / Population
2790 LNU03000000BYPOPTHM_SmoothDer Derivative of Smoothed Unemployment level (NSA) / Population
2791 LNU03000000BYPOPTHM_Log Log of Unemployment level (NSA) / Population
2793 LNU03000000BYPOPTHM_mva050 Unemployment level (NSA) / Population 50 Day MA
2795 UNEMPLOYBYPOPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Unemployment level, seasonally adjusted / Population
2797 UNEMPLOYBYPOPTHM_SmoothDer Derivative of Smoothed Unemployment level, seasonally adjusted / Population
2798 UNEMPLOYBYPOPTHM_Log Log of Unemployment level, seasonally adjusted / Population
2804 U6toU3_SmoothDer Derivative of Smoothed U6RATE minums UNRATE
2811 CHRISCMEHG1.by.PPIACO_SmoothDer Derivative of Smoothed Copper, $/lb, Normalized by commodities producer price index
2818 CHRISCMEHG1.by.CPIAUCSL_SmoothDer Derivative of Smoothed Copper, $/lb, Normalized by consumer price index
2824 GOLDAMGBD228NLBM.by.PPIACO_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Gold, USD/Troy OUnce, Normalized by commodities producer price index
2826 GOLDAMGBD228NLBM.by.PPIACO_Log Log of Gold, USD/Troy OUnce, Normalized by commodities producer price index
2827 GOLDAMGBD228NLBM.by.PPIACO_mva200 Gold, USD/Troy OUnce, Normalized by commodities producer price index 200 Day MA
2828 GOLDAMGBD228NLBM.by.PPIACO_mva050 Gold, USD/Troy OUnce, Normalized by commodities producer price index 50 Day MA
2830 GOLDAMGBD228NLBM.by.CPIAUCSL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Gold, USD/Troy OUnce, Normalized by consumer price index
2831 GOLDAMGBD228NLBM.by.CPIAUCSL_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) Gold, USD/Troy OUnce, Normalized by consumer price index
2833 GOLDAMGBD228NLBM.by.CPIAUCSL_Log Log of Gold, USD/Troy OUnce, Normalized by consumer price index
2834 GOLDAMGBD228NLBM.by.CPIAUCSL_mva200 Gold, USD/Troy OUnce, Normalized by consumer price index 200 Day MA
2835 GOLDAMGBD228NLBM.by.CPIAUCSL_mva050 Gold, USD/Troy OUnce, Normalized by consumer price index 50 Day MA
2841 GDPBYPOPTHM_mva200 GDP/Population 200 Day MA
2858 GSPC.CloseBYMDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) GSPC by MDY
2862 GSPC.CloseBYMDY.Close_mva200 GSPC by MDY 200 Day MA
2863 GSPC.CloseBYMDY.Close_mva050 GSPC by MDY 50 Day MA
2865 QQQ.CloseBYMDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365) QQQ by MDY
2867 QQQ.CloseBYMDY.Close_SmoothDer Derivative of Smoothed QQQ by MDY
2869 QQQ.CloseBYMDY.Close_mva200 QQQ by MDY 200 Day MA
2870 QQQ.CloseBYMDY.Close_mva050 QQQ by MDY 50 Day MA
2875 GSPC.DailySwing_Log Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
2879 GSPC.Open.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Open divided by GDP deflator
2881 GSPC.Open.by.GDPDEF_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Open divided by GDP deflator
2883 GSPC.Open.by.GDPDEF_mva200 S&P 500 (^GSPC) Open divided by GDP deflator 200 Day MA
2884 GSPC.Open.by.GDPDEF_mva050 S&P 500 (^GSPC) Open divided by GDP deflator 50 Day MA
2886 GSPC.Close.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Close divided by GDP deflator
2888 GSPC.Close.by.GDPDEF_SmoothDer Derivative of Smoothed S&P 500 (^GSPC) Close divided by GDP deflator
2890 GSPC.Close.by.GDPDEF_mva200 S&P 500 (^GSPC) Close divided by GDP deflator 200 Day MA
2891 GSPC.Close.by.GDPDEF_mva050 S&P 500 (^GSPC) Close divided by GDP deflator 50 Day MA
2892 HNFSUSNSA.minus.HSN1FNSA_YoY New One Family Houses Sold - New One Family Houses Sales Year over Year
2893 HNFSUSNSA.minus.HSN1FNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses Sold - New One Family Houses Sales
2895 HNFSUSNSA.minus.HSN1FNSA_SmoothDer Derivative of Smoothed New One Family Houses Sold - New One Family Houses Sales
2896 HNFSUSNSA.minus.HSN1FNSA_Log Log of New One Family Houses Sold - New One Family Houses Sales
2897 HNFSUSNSA.minus.HSN1FNSA_mva200 New One Family Houses Sold - New One Family Houses Sales 200 Day MA
2898 HNFSUSNSA.minus.HSN1FNSA_mva050 New One Family Houses Sold - New One Family Houses Sales 50 Day MA
2903 GSPC.Open_mva050_mva200 S&P 500 50 SMA - 200 SMA
2904 GSPC.Open_mva050_mva200_sig Sell Signal S&P 500 50 SMA - 200 SMA
2905 MULTPLSP500PERATIOMONTH_Mean S&P 500 TTM P/E Average (Excludes Values Greater Than 50)

Equities

S&P 500 Normalized by GDP

The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GDPSP500"
ylim <- c(0.10, 0.16)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 730)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-200, 200)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

df.data$ret050MAMinus200MA <- df.data$retBase * df.data$GSPC.Open_mva050_mva200_sig
df.data$ret050MAMinus200MAShort <- df.data$retBase * abs(df.data$GSPC.Open_mva050_mva200_sig-1.0)

df.symbols <-
  rbind(
    df.symbols,
    data.frame(
      string.symbol = "ret050MAMinus200MA",
      string.source = "Calc",
      string.description =  "Rate of Change, 50 DMA - 200 DMA Rule",
      string.label.y = "Percent",
      float.expense.ratio = -1.00,
      Max030 = FALSE,
      Max180 = FALSE,
      date.series.start = dt.start.prediction ,
      date.series.end = as.Date(Sys.Date())
    )
  )

df.data$ret050MAMinus200MARet <- exp(cumsum(df.data$ret050MAMinus200MA))
df.data$ret050MAMinus200MARet <- df.data$ret050MAMinus200MARet/df.data[min(which(df.data$date>dtStartBackTest)),"ret050MAMinus200MARet"]
df.symbols <-
  rbind(
    df.symbols,
    data.frame(
      string.symbol = "ret050MAMinus200MARet",
      string.source = "Calc",
      string.description =  "Equity Return, 50 DMA - 200 DMA Rule",
      string.label.y = "$1 Invested",
      float.expense.ratio = -1.00,
      Max030 = FALSE,
      Max180 = FALSE,
      date.series.start = dt.start.prediction ,
      date.series.end = as.Date(Sys.Date())
    )
  )


dataTrade <- "GSPC.Open_mva050_mva200_sig"
dataRet <- "ret050MAMinus200MA"
dataEq <- "ret050MAMinus200MARet"
p1 <-
  plotBack(
    dfRecession,
    df.data,
    dataTrade,
    dataRet,
    dataEq,
    dfPred,
    bOverlay = FALSE,
    dtStartBackTest,
    ylimBackTest
  )

S&P 500 TTM P/E

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 1500)
dt.start <- as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

datay <- "MULTPLSP500SALESQUARTER"
ylim <- c(500, 1500)
dt.start = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-50, 50)
dtStart = as.Date('1910-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

datay <- "MULTPLSP500DIVMONTH"
ylim <- c(20, 60)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

datay <- "MULTPLSP500DIVMONTH_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(0, 12)
dtStart = as.Date('1910-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

datay <- "MULTPLSP500DIVYIELDMONTH"
ylim <- c(1, 4)
dtStart = as.Date('2001-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

datay <- "RLG.Open"
datay.aux <- "RLG.Open_mva200"
datay.title <- getPlotTitle(df.symbols, datay.aux, str.sep = "\n")
datay.aux.1 <- "RLG.Open_mva050"
datay.title.1 <- getPlotTitle(df.symbols, datay.aux.1, str.sep = "\n")
ylim <- c(1000, 1750)
myPlot <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dt.recent, Sys.Date()),
    ylim,
    b.legend = TRUE,
    b.percentile = FALSE,
    b.long.legend = TRUE
  )
myPlot <-
  myPlot + geom_line(
    data = df.data,
    aes_string(
      x = "date",
      y = datay.aux,
      colour = shQuote(datay.title)
    ),
    na.rm = TRUE
  )
myPlot + geom_line(
  data = df.data,
  aes_string(
    x = "date",
    y = datay.aux.1,
    colour = shQuote(datay.title.1)
  ),
  na.rm = TRUE
)

S&P 500 to Rusell 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2000)

datay2 <- "GSPC.Open"
ylim2 <- c(0, 3000)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2000)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 75)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

datay <- "FINRAMarginDebt"
ylim <- c(100000, 800000)
dt.start <- as.Date('2000-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Sometimes it is more helpful to view year over year growth.

datay <- "FINRAMarginDebt_YoY"
ylim <- c(-100, 50)
dt.start <- as.Date('1960-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile = TRUE)

More near-term trend.

datay <- "FINRAMarginDebt_YoY"
ylim <- c(-100, 75)
dt.start <- as.Date('2000-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

datay <- "UNRATE"
ylim <- c(3.3, 4.5)
i.window = 730
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window)
my.data[[1]]

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

datay <- "ICSA"
ylim <- c(100000, 700000)
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

datay <- "ICSA_SmoothDer"
ylim <- c(-1500, 1500)
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile = TRUE)

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

datay <- "ICSA_YoY"
ylim <- c(-75, 75)
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile = TRUE)

Take a closer look at recent data

datay <- "ICSA_YoY"
ylim <- c(-50, 50)
dt.start <- as.Date('2000-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile = TRUE)

Take a look at the percentage of the population looking for work

datay <- "LNU03000000BYPOPTHM"
ylim <- c(0, 6)
datay_aux <- "UNEMPLOYBYPOPTHM"
dt.start <- as.Date('1968-01-01')
my.plot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dt.start, Sys.Date()), ylim, TRUE)
my.plot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE)

A bit more recent trend

datay <- "LNU03000000BYPOPTHM"
ylim <- c(0, 6)
datay_aux <- "UNEMPLOYBYPOPTHM"
my.plot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dt.recent, Sys.Date()), ylim, TRUE)
my.plot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE)

Unemployment Level

datay <- "UNEMPLOY"
ylim <- c(-75, 20000)
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

datay <- "UNEMPLOY_YoY"
ylim <- c(-25, 50)
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

datay <- "PAYNSA"
datay_aux <- "PAYNSA_Smooth"
ylim <- c(20000, 160000)
b.legend <- TRUE
b.percentile <- FALSE
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(as.Date("1jan1950","%d%b%Y"), Sys.Date()), ylim, b.legend, b.percentile)
myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE)

datay <- "PAYNSA_YoY"
ylim <- c(-7.5, 7.5)
b.legend <- TRUE
b.percentile <- TRUE
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(as.Date("1jan1950","%d%b%Y"), Sys.Date()), ylim, b.legend, b.percentile)

datay <- "PAYNSA_YoY"
ylim <- c(-7.5, 7.5)
b.legend <- TRUE
b.percentile <- FALSE
dt.start <- as.Date('2000-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dt.start, Sys.Date()), ylim, b.legend, b.percentile)

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

datay <- "CEU0600000007"
ylim <- c(36, 43)
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(as.Date("1jan1945","%d%b%Y"), Sys.Date()), ylim, TRUE)

The time series is pretty lumpy, plot the YoY change

datay <- "CEU0600000007_YoY"
ylim <- c(-7.5, 7.5)
b.percentile <- TRUE
dt.start <- as.Date('1968-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile)

A more recent look

datay <- "CEU0600000007_YoY"
ylim <- c(-5, 5)
b.percentile <- FALSE
dt.start <- as.Date('2010-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start, b.percentile)

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrual production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

## Scale for 'y' is already present. Adding another scale for 'y', which
## will replace the existing scale.

There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 7.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 50)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(0, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 13)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

## Scale for 'y' is already present. Adding another scale for 'y', which
## will replace the existing scale.

Producer Price Index (Commodities)

Commodities

Crude oil

Look at a trend of West Texas Intermediate (WTI)

Take a look at both WTI and Brent crude.

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

## Warning: Removed 126 rows containing non-finite values (stat_smooth).

Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-25, 25)

datay2 <- "CHRISCMEHG1_YoY"
ylim2 <- c(-160, 60)

dtStart = as.Date('1960-01-01')

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Might be easier to see correlation in a dot plot format.

## Warning: Removed 32 rows containing non-finite values (stat_smooth).

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

datay <- "WALCL"
ylim <- c(0, 4800)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Little bit closer

datay <- "WALCL"
ylim <- c(0, 4800)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

datay <- "WLRRAL"
ylim <- c(0, 700)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Spiky, might be easier to look at year-over-year

datay <- "WLRRAL_YoY"
ylim <- c(-100, 100)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

## Scale for 'y' is already present. Adding another scale for 'y', which
## will replace the existing scale.

Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

datay <- "WRESBAL_YoY"
ylim <- c(-40, 20)
dtStart = as.Date('2015-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, 3200)
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    b.legend = FALSE,
    b.percentile = FALSE,
    b.long.legend = FALSE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p2,
             ncol = 1,
             top = "Reserve balance YoY change and S&P Price")

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## Warning: Removed 428 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 1800)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 15)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 15)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

datay <- "M1_YoY"
ylim <- c(-15, 25)
datay_aux <- "M2_YoY"
dtStart = as.Date('1980-01-01')
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE)

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

## Scale for 'y' is already present. Adding another scale for 'y', which
## will replace the existing scale.

Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 24000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 20)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 110)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

## Scale for 'y' is already present. Adding another scale for 'y', which
## will replace the existing scale.

Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy.

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_text).

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_text).

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).

## Warning: Removed 1 rows containing missing values (geom_text).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 2.5)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Check out LIBOR and fed funds rate

datay <- "TB3MS"
datay_aux <- "USD1MTD156N"
ylim <- c(0, 12)
dtStart = as.Date('1985-01-01')
myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE)

myPlot

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS1"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(2.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

datay <- "DGS10ByAAA"
ylim <- c(1, 2.5)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publically issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

  • ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.
datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(55, 60)
dtStart = as.Date('2015-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1200000)
dtStart = as.Date('2015-01-01')
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, 3000)
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

I wanted to see how this looked compared to the 3 month

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

Business loans and yield curve correlation

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 15)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

datay <- "HSN1FNSA_YoY"
ylim <- c(-100, 50)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA_YoY"
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA_YoY"
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales Year-Over-Year")

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

  1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
  2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

datay <- "WWDIWLDISAIRGOODMTK1"
ylim <- c(0, 250000)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.

string.symbol string.source Description Label Series Start date.series.start date.series.end Max030 Max180
CPIAUCSL FRED Consumer Price Index for All Urban Consumers: All Items Index 1982-1984=100 -1.00 1947-01-01 2020-01-01 TRUE TRUE
USREC FRED NBER based Recession Indicators +1 or 0 -1.00 1854-12-01 2020-01-01 TRUE TRUE
UNRATE FRED Civilian Unemployment Rate U-3 Percent -1.00 1948-01-01 2020-01-01 TRUE TRUE
U6RATE FRED Total unemployed + margin + part-time U-6 Percent -1.00 1994-01-01 2020-01-01 TRUE FALSE
PAYNSA FRED All Employees: Total Nonfarm Payrolls (NSA) Thousands of Persons -1.00 1939-01-01 2020-01-01 TRUE FALSE
TABSHNO FRED Households and nonprofit organizations; total assets, Level Billions of Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
HNONWPDPI FRED Household Net Worth, percent Dispsable Income Percent -1.00 1946-10-01 2019-07-01 TRUE TRUE
INDPRO FRED Industrial Production Index Index 2012=100 -1.00 1919-01-01 2020-01-01 TRUE FALSE
RRSFS FRED Real Retail and Food Services Sales Millions of Dollars -1.00 1992-01-01 2020-01-01 TRUE TRUE
RSALES FRED Real Retail Sales (DISCONTINUED) Millions of Dollars -1.00 1947-01-01 2001-04-01 TRUE TRUE
W875RX1 FRED Real personal income excluding current transfer receipts Billions of Chained 2009 Dollars -1.00 1959-01-01 2019-12-01 TRUE FALSE
RPI FRED Real personal income Billions of Chained 2009 Dollars -1.00 1959-01-01 2019-12-01 TRUE FALSE
PCOPPUSDM FRED Global price of Copper U.S. Dollars per Metric Ton -1.00 1990-01-01 2020-01-01 TRUE FALSE
NOBL yahoo ProShares S&P 500 Dividend Aristocrats (NOBL) BATS Real Time Price -1.00 2013-10-10 2020-02-21 NA NA
IMPCH FRED U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) Billions of U.S. Dollars -1.00 1985-01-01 2019-12-01 TRUE FALSE
EXPCH FRED U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) Billions of U.S. Dollars -1.00 1985-01-01 2019-12-01 TRUE FALSE
IMPMX FRED U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) Billions of U.S. Dollars -1.00 1985-01-01 2019-12-01 TRUE FALSE
EXPMX FRED U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) Billions of U.S. Dollars -1.00 1985-01-01 2019-12-01 TRUE FALSE
HSN1FNSA FRED New One Family Houses Sold: United States (Monthly, NSA) Thousands of Units -1.00 1963-01-01 2019-12-01 TRUE FALSE
HNFSUSNSA FRED New One Family Houses for Sale in the United States (Monthly, NSA) Thousands of Units -1.00 1963-01-01 2019-12-01 TRUE TRUE
BUSLOANS FRED Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) Billions of U.S. Dollars -1.00 1947-01-01 2020-01-01 TRUE FALSE
TOTCI FRED Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) Billions of U.S. Dollars -1.00 1973-01-03 2020-02-12 FALSE FALSE
BUSLOANSNSA FRED Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) Billions of U.S. Dollars -1.00 1947-01-01 2020-01-01 TRUE FALSE
REALLNNSA FRED Real Estate Loans, All Commercial Banks (Monthly, NSA) Billions of U.S. Dollars -1.00 1947-01-01 2020-01-01 TRUE TRUE
REALLN FRED Real Estate Loans, All Commercial Banks (Monthly, SA) Billions of U.S. Dollars -1.00 1947-01-01 2020-01-01 TRUE TRUE
RELACBW027NBOG FRED Real Estate Loans, All Commercial Banks (Weekly, NSA) Billions of U.S. Dollars -1.00 1973-01-03 2020-02-12 FALSE FALSE
RELACBW027SBOG FRED Real Estate Loans, All Commercial Banks (Weekly, SA) Billions of U.S. Dollars -1.00 1973-01-03 2020-02-12 FALSE FALSE
RREACBM027NBOG FRED Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) Billions of U.S. Dollars -1.00 2004-06-01 2020-01-01 TRUE FALSE
RREACBM027SBOG FRED Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) Billions of U.S. Dollars -1.00 2004-06-01 2020-01-01 TRUE FALSE
RREACBW027SBOG FRED Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) Billions of U.S. Dollars -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027NBOG FRED Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) Billions of U.S. Dollars -1.00 2004-06-02 2020-02-12 FALSE FALSE
MORTGAGE30US FRED 30-Year Fixed Rate Mortgage Average in the United States Percent -1.00 1971-04-02 2020-02-20 FALSE FALSE
CONSUMERNSA FRED Consumer Loans, All Commercial Banks Billions of U.S. Dollars -1.00 1947-01-01 2020-01-01 TRUE FALSE
TOTCINSA FRED Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) Billions of U.S. Dollars -1.00 1973-01-03 2020-02-12 FALSE FALSE
SRPSABSNNCB FRED Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Billions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASTLL FRED All sectors; total loans; liability, Level (NSA) Billions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBDILNECA FRED Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) Billions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASOLAL FRED All sectors; other loans and advances; liability, Level (NSA) Millions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASTMA FRED All sectors; total mortgages; asset, Level (NSA) Billions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASHMA FRED All sectors; home mortgages; asset, Level (NSA) Billions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASMRMA FRED All sectors; multifamily residential mortgages; asset, Level (NSA) Billions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASCMA FRED All sectors; commercial mortgages; asset, Level (NSA) Billions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASFMA FRED All sectors; farm mortgages; asset, Level (NSA) Billions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
CCLBSHNO FRED Households and nonprofit organizations; consumer credit; liability, Level (NSA) Billions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBDSILQ027S FRED Domestic financial sectors debt securities; liability, Level (NSA) Millions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBLL FRED Domestic financial sectors loans; liability, Level (NSA) Millions of U.S. Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
NCBDBIQ027S FRED Nonfinancial corporate business; debt securities; liability, Level Millions of Dollars -1.00 1945-10-01 2019-07-01 TRUE TRUE
DGS10 FRED 10-Year Treasury Constant Maturity Rate Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
TNX yahoo CBOE Interest Rate 10 Year T No Percent -1.00 1962-01-02 2020-02-21 NA NA
DGS30 FRED 10-Year Treasury Constant Maturity Rate Percent -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS1 FRED 1-Year Treasury Constant Maturity Rate Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS2 FRED 2-Year Treasury Constant Maturity Rate Percent -1.00 1976-06-01 2020-02-20 FALSE FALSE
TB3MS FRED 3-Month Treasury Bill: Secondary Market Rate (Monthly) Percent -1.00 1934-01-01 2020-01-01 TRUE FALSE
DTB3 FRED 3-Month Treasury Bill: Secondary Market Rate (Daily) Percent -1.00 1954-01-04 2020-02-20 FALSE FALSE
IRX yahoo CBOE 13 WEEK TREASURY BILL Percent -1.00 1960-01-04 2020-02-21 NA NA
DCOILWTICO FRED Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma Dollars per Barrel (Not Adjusted) -1.00 1986-01-02 2020-02-18 FALSE FALSE
DCOILBRENTEU FRED Crude Oil Prices: Brent - Europe Dollars per Barrel (Not Adjusted) -1.00 1987-05-20 2020-02-18 FALSE FALSE
NEWORDER FRED Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft Millions of Dollars -1.00 1992-02-01 2019-12-01 TRUE FALSE
ALTSALES FRED Light Weight Vehicle Sales: Autos and Light Trucks Millions of Units -1.00 1976-01-01 2020-01-01 TRUE FALSE
ICSA FRED Initial Jobless Claims Number -1.00 1967-01-07 2020-02-15 FALSE FALSE
GSPC yahoo S&P 500 Dollars -1.00 1927-12-30 2020-02-21 NA NA
GDP FRED Gross Domestic Product Billions of Dollars -1.00 1947-01-01 2019-10-01 TRUE TRUE
GDPC1 FRED Real Gross Domestic Product Billions of Dollars -1.00 1947-01-01 2019-10-01 TRUE TRUE
GDPDEF FRED Gross Domestic Product: Implicit Price Deflator Index 2012=100 -1.00 1947-01-01 2019-10-01 TRUE TRUE
VIG yahoo Vanguard Dividend Appreciation ETF Dollars -1.00 2006-05-02 2020-02-21 NA NA
WLRRAL FRED Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Billions of U.S. Dollars -1.00 2002-12-18 2020-02-19 FALSE FALSE
FEDFUNDS FRED Effective Federal Funds Rate Percent -1.00 1954-07-01 2020-01-01 TRUE FALSE
GPDI FRED Gross Private Domestic Investment Billions of Dollars -1.00 1947-01-01 2019-10-01 TRUE FALSE
MZMV FRED Velocity of MZM Money Stock Ratio -1.00 1959-01-01 2019-10-01 TRUE FALSE
M1 FRED M1 Money Stock Billions of Dollars -1.00 1975-01-06 2020-02-10 FALSE FALSE
M2 FRED M2 Money Stock Billions of Dollars -1.00 1980-11-03 2020-02-10 TRUE TRUE
OPHNFB FRED Nonfarm Business Sector: Real Output Per Hour of All Persons Index 2009 = 100 -1.00 1947-01-01 2019-10-01 TRUE TRUE
IPMAN FRED Industrial Production: Manufacturing (NAICS) Index 2012 = 100 -1.00 1972-01-01 2020-01-01 TRUE FALSE
RLG yahoo Russell 1000 Growth ETF Dollars -1.00 2002-09-30 2020-02-21 NA NA
IWD yahoo iShares Russell 1000 Value ETF Dollars -1.00 2000-05-26 2020-02-21 NA NA
GS5 FRED 5-Year Treasury Constant Maturity Rate Percent -1.00 1953-04-01 2020-01-01 TRUE FALSE
PSAVERT FRED Personal Saving Rate Percent -1.00 1959-01-01 2019-12-01 TRUE FALSE
VIXCLS FRED CBOE Volatility Index Index -1.00 1990-01-02 2020-02-20 FALSE FALSE
VXX yahoo iPath Series B S&P 500 VIX Short-Term Futures ETN Index -1.00 2018-01-25 2020-02-21 NA NA
HOUST1F FRED Privately Owned Housing Starts: 1-Unit Structures Thousands of units -1.00 1959-01-01 2020-01-01 TRUE FALSE
GFDEBTN FRED Federal Debt: Total Public Debt Millions of Dollars -1.00 1966-01-01 2019-07-01 TRUE TRUE
HOUST FRED Housing Starts: Total: New Privately Owned Housing Units Started Thousands of units -1.00 1959-01-01 2020-01-01 TRUE FALSE
CSUSHPINSA FRED S&P/Case-Shiller U.S. National Home Price Index (NSA) Index Jan 2000=100 -1.00 1987-01-01 2019-11-01 TRUE TRUE
GFDEGDQ188S FRED Federal Debt: Total Public Debt as Percent of Gross Domestic Product Percent of GDP -1.00 1966-01-01 2019-07-01 TRUE TRUE
FYFSD FRED Federal Surplus or Deficit Millions of Dollars -1.00 1901-06-30 2019-09-30 TRUE FALSE
FYFSGDA188S FRED Federal Surplus or Deficit [-] as Percent of Gross Domestic Product Percent of GDP -1.00 1929-01-01 2019-01-01 TRUE TRUE
GOLDAMGBD228NLBM FRED Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market USD/Troy Ounce -1.00 1968-04-01 2020-02-21 TRUE TRUE
WALCL FRED All Federal Reserve Banks: Total Assets Billions of Dollars -1.00 2002-12-18 2020-02-19 FALSE FALSE
OUTMS FRED Manufacturing Sector: Real Output Index 2009=100 -1.00 1987-01-01 2019-10-01 TRUE FALSE
MANEMP FRED All Employees: Manufacturing Thousands of Persons -1.00 1939-01-01 2020-01-01 TRUE FALSE
PRS30006163 FRED Manufacturing Sector: Real Output Per Person Index 2009=100 -1.00 1987-01-01 2019-10-01 TRUE FALSE
BAMLC0A3CA FRED ICE BofAML US Corporate A Option-Adjusted Spread Percent -1.00 1996-12-31 2020-02-20 FALSE FALSE
AAA FRED Moody’s Seasoned Aaa Corporate Bond Yield Percent -1.00 1919-01-01 2020-01-01 TRUE FALSE
SOFR FRED Secured Overnight Financing Rate Percent -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFRVOL FRED Secured Overnight Financing Volume Billions of U.S. Dollars -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99 FRED Secured Overnight Financing Rate: 99th Percentile Percent -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR75 FRED Secured Overnight Financing Rate: 75th Percentile Percent -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR25 FRED Secured Overnight Financing Rate: 25th Percentile Percent -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR1 FRED Secured Overnight Financing Rate: 1st Percentile Percent -1.00 2018-04-03 2020-02-20 FALSE FALSE
OBFR FRED Overnight Bank Funding Rate Percent -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR99 FRED Overnight Bank Funding Rate: 99th Percentile Percent -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR75 FRED Overnight Bank Funding Rate: 75th Percentile Percent -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR25 FRED Overnight Bank Funding Rate: 25th Percentile Percent -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR1 FRED Overnight Bank Funding Rate: 1st Percentile Percent -1.00 2016-03-01 2020-02-20 FALSE FALSE
RPONTSYD FRED Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations Billions of US Dollars -1.00 2000-07-07 2020-02-21 FALSE FALSE
IOER FRED Interest Rate on Excess Reserves Percent -1.00 2008-10-09 2020-02-24 TRUE FALSE
WRESBAL FRED Reserve Balances with Federal Reserve Banks Billions of Dollars -1.00 1984-01-04 2020-02-19 FALSE FALSE
EXCSRESNW FRED Excess Reserves of Depository Institutions Billions of Dollars -1.00 1984-02-08 2020-02-12 TRUE FALSE
ECBASSETS FRED Central Bank Assets for Euro Area (11-19 Countries) Billions of Euros -1.00 1998-12-01 2020-01-01 TRUE FALSE
EUNNGDP FRED Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) Billions of Euros -1.00 1995-01-01 2019-07-01 TRUE TRUE
CEU0600000007 FRED Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing Hours -1.00 1947-01-01 2020-01-01 TRUE FALSE
USD1MTD156N FRED 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar Percent -1.00 1986-01-02 2020-02-14 FALSE FALSE
CURRENCY FRED Currency Component of M1 (Seasonally Adjusted) Billions of Dollars -1.00 1975-01-06 2020-02-10 FALSE FALSE
WCURRNS FRED Currency Component of M1 Billions of Dollars -1.00 1975-01-06 2020-02-10 TRUE FALSE
PRS88003193 FRED Nonfinancial Corporations Sector: Unit Profits Index 2012 = 100 -1.00 1947-01-01 2019-07-01 TRUE TRUE
PPIACO FRED Producer Price Index for All Commodities Index 1982 = 100 -1.00 1913-01-01 2020-01-01 TRUE TRUE
PCUOMFGOMFG FRED Producer Price Index by Industry: Total Manufacturing Industries Index 1982 = 100 -1.00 1984-12-01 2020-01-01 TRUE TRUE
POPTHM FRED Population (U.S.) Thousands -1.00 1959-01-01 2019-12-01 TRUE TRUE
LNU03000000 FRED Unemployment Level (NSA) Thousands -1.00 1948-01-01 2020-01-01 TRUE TRUE
UNEMPLOY FRED Unemployment Level, seasonally adjusted Thousands -1.00 1948-01-01 2020-01-01 TRUE TRUE
RSAFS FRED Advance Retail Sales: Retail and Food Services Thousands -1.00 1992-01-01 2020-01-01 TRUE TRUE
FRGSHPUSM649NCIS FRED Cass Freight Index: Shipments Index Jan 1990 = 1 -1.00 1990-01-01 2020-01-01 TRUE FALSE
TERMCBPER24NS FRED Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan Percent -1.00 1972-02-01 2019-11-01 TRUE TRUE
A065RC1A027NBEA FRED Personal income (NSA) Billions of Dollars -1.00 1929-01-01 2019-01-01 TRUE TRUE
PI FRED Personal income (SA) Billions of Dollars -1.00 1959-01-01 2019-12-01 TRUE TRUE
SPY yahoo SPDR S&P 500 ETF Dollars -1.00 1993-01-29 2020-02-21 NA NA
MDY yahoo SPDR S&P MidCap 400 ETF Dollars -1.00 1995-05-04 2020-02-21 NA NA
EES yahoo WisdomTree US SmallCap Earnings ETF Dollars 0.38 2007-02-23 2020-02-21 NA NA
IJR yahoo iShares Core S&P Small-Cap ETF Dollars 0.05 2000-05-26 2020-02-21 NA NA
VGSTX yahoo Vanguard STAR Inv Dollars 0.32 1985-03-29 2020-02-21 NA NA
VFINX yahoo Vanguard 500 Index Investor Dollars 0.14 1980-01-02 2020-02-21 NA NA
VOE yahoo Vanguard Mid-Cap Value ETF Dollars 0.07 2006-08-25 2020-02-21 NA NA
VOT yahoo Vanguard Mid-Cap Growth ETF Dollars 0.07 2006-08-25 2020-02-21 NA NA
TMFGX yahoo Motley Fool Great America Investor Dollars 1.16 2010-11-02 2020-02-21 NA NA
IWM yahoo iShares Russell 2000 Dollars 0.19 2000-05-26 2020-02-21 NA NA
ONEQ yahoo Fidelity NASDAQ Composite Index Tracking Stock Fund Dollars 0.21 2003-10-01 2020-02-21 NA NA
HAINX yahoo Harbor International Institutional Dollars 0.81 1987-12-29 2020-02-21 NA NA
VEU yahoo Vanguard FTSE All-Wld ex-US ETF Dollars 0.11 2007-03-08 2020-02-21 NA NA
BIL yahoo SPDR Blmbg Barclays 1-3 Mth T-Bill ETF Dollars 0.14 2007-05-30 2020-02-21 NA NA
IVOO yahoo Vanguard S&P Mid-Cap 400 ETF Dollars 0.15 2010-09-09 2020-02-21 NA NA
VO yahoo Vanguard Mid-Cap ETF Dollars 0.05 2004-01-30 2020-02-21 NA NA
CZA yahoo Invesco Zacks Mid-Cap ETF Dollars 0.15 2007-04-03 2020-02-21 NA NA
VYM yahoo Vanguard High Dividend Yield ETF Dollars 0.08 2006-11-16 2020-02-21 NA NA
ACWI yahoo iShares MSCI ACWI ETF Dollars 0.32 2008-03-28 2020-02-21 NA NA
SLY yahoo SPDR S&P 600 Small Cap Dollars -1.00 2005-11-15 2020-02-21 NA NA
QQQ yahoo Invesco QQQ Trust Dollars -1.00 1999-03-10 2020-02-21 NA NA
HYMB yahoo SPDR Nuveen S&P High Yield Municipal Bond ETF Dollars -1.00 2011-04-14 2020-02-21 NA NA
A053RC1Q027SBEA FRED National income: Corporate profits before tax (without IVA and CCAdj) Billions of dollars -1.00 1947-01-01 2019-07-01 TRUE TRUE
CPROFIT FRED Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) Billions of dollars -1.00 1947-01-01 2019-07-01 TRUE TRUE
ISMMANPMI QUANDL Institute of Supply Managment PMI Composite Index Index -1.00 1948-01-01 2020-01-01 TRUE TRUE
MULTPLSP500PERATIOMONTH QUANDL S&P 500 TTM P/E Index -1.00 1910-01-01 2020-01-31 TRUE TRUE
MULTPLSP500SALESQUARTER QUANDL S&P 500 TTM Sales (Not Inflation Adjusted) Index -1.00 2000-12-31 2019-09-30 TRUE TRUE
MULTPLSP500DIVYIELDMONTH QUANDL S&P 500 Dividend Yield by Month Percentage -1.00 1910-01-31 2020-01-31 TRUE FALSE
MULTPLSP500DIVMONTH QUANDL S&P 500 Dividend by Month (Inflation Adjusted) 2018 Dollars -1.00 1871-01-31 2019-12-31 TRUE TRUE
CHRISCMEHG1 QUANDL Copper Futures, Continuous Contract #1 (HG1) (Front Month) Dollars/pound -1.00 1871-01-01 1900-01-01 FALSE FALSE
WWDIWLDISAIRGOODMTK1 QUANDL Air transport, freight million ton-km -1.00 1871-01-01 1900-01-01 TRUE TRUE
FARMINCOME USDA Net Farm Income Billions of Dollars -1.00 2012-02-24 2019-02-24 TRUE TRUE
OPEARNINGSPERSHARE SILVERBLATT Operating Earnings per Share Dollars -1.00 2012-02-24 2019-02-24 TRUE TRUE
AREARNINGSPERSHARE SILVERBLATT As-Reported Earnings per Share Dollars -1.00 2012-02-24 2019-02-24 TRUE TRUE
CASHDIVIDENDSPERSHR SILVERBLATT Cash Dividends per Share Dollars -1.00 2012-02-24 2019-02-24 TRUE TRUE
FINRAMarginDebt FINRA Margin Debt Dollars -1.00 1959-01-31 2019-12-31 TRUE TRUE
FINRAFreeCreditMargin FINRA Free Credit Balances in Customers’ Securities Margin Accounts Dollars -1.00 1959-01-31 1900-01-01 TRUE FALSE
OCCEquityVolume OCC Equity Options Volume Millions of Options/Day -1.00 1973-12-31 2019-09-25 TRUE FALSE
OCCNonEquityVolume OCC Non-Equity Options Volume Millions of Options/Day -1.00 1973-12-31 2019-09-25 TRUE FALSE
RSALESAGG Calc Real Retail and Food Services Sales (RRSFS and RSALES) Millions of Dollars -1.00 1947-01-01 2020-01-01 TRUE TRUE
BUSLOANS.minus.BUSLOANSNSA Calc Business Loans (Montlhy) SA - NSA Percent -1.00 1947-01-01 2020-01-01 TRUE FALSE
BUSLOANS.minus.BUSLOANSNSA.by.GDP Calc Business Loans (Montlhy) SA - NSA divided by GDP Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
BUSLOANS.by.GDP Calc Business Loans Normalized by GDP Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
BUSLOANS.INTEREST Calc Business Loans (Monthly, SA) Adjusted Interest Burdens Billions of U.S. Dollars -1.00 1962-01-02 2020-02-20 FALSE FALSE
BUSLOANS.INTEREST.by.GDP Calc Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANSNSA.by.GDP Calc Business Loans Normalized by GDP Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
TOTCI.by.GDP Calc Business Loans (Weekly, SA) Normalized by GDP Percent -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCINSA.by.GDP Calc Business Loans (Weekly, NSA) Normalized by GDP Percent -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCINSA.INTEREST Calc Business Loans (Weekly, NSA) Adjusted Interest Burdens Billions of U.S. Dollars -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTCINSA.INTEREST.by.GDP Calc Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 FALSE FALSE
W875RX1.by.GDP Calc Real Personal Income Normalized by GDP Percent -1.00 1959-01-01 2019-10-01 TRUE FALSE
A065RC1A027NBEA.by.GDP Calc Personal Income (NSA) Normalized by GDP Percent -1.00 1947-01-01 2019-01-01 TRUE FALSE
PI.by.GDP Calc Personal Income (SA) Normalized by GDP Percent -1.00 1959-01-01 2019-10-01 TRUE TRUE
A053RC1Q027SBEA.by.GDP Calc National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP Percent -1.00 1947-01-01 2019-07-01 TRUE FALSE
CPROFIT.by.GDP Calc National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
CONSUMERNSA.by.GDP Calc Consumer Loans Not Seasonally Adjusted divided by GDP Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
RREACBM027NBOG.by.GDP Calc Residental Real Estate Loans (Monthly, NSA) divided by GDP Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
RREACBM027SBOG.by.GDP Calc Residental Real Estate Loans (Monthly, SA) divided by GDP Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
RREACBW027SBOG.by.GDP Calc Residental Real Estate Loans (Weekly, SA) divided by GDP Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027NBOG.by.GDP Calc Residental Real Estate Loans (Weekly, NSA) divided by GDP Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASHMA.by.GDP Calc Home Mortgages (Quarterly, NSA) divided by GDP Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASHMA.INTEREST Calc Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Billions of U.S. Dollars -1.00 1971-04-02 2020-02-20 FALSE FALSE
317491-948457.by.GDP Calc Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 NA NA
CONSUMERNSA.INTEREST Calc Consumer Loans (Not Seasonally Adjusted) Interest Burdens Billions of U.S. Dollars -1.00 1962-01-02 2020-02-20 TRUE FALSE
CONSUMERNSA.INTEREST.by.GDP Calc Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 TRUE FALSE
TOTLNNSA Calc Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) Billions of U.S. Dollars -1.00 1947-01-01 2020-01-01 TRUE FALSE
TOTLNNSA.by.GDP Calc Total Loans Not Seasonally Adjusted divided by GDP Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
TOTLNNSA.INTEREST Calc Total Loans Not Seasonally Adjusted Interest Burdens Billions of U.S. Dollars -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTLNNSA.INTEREST.by.GDP Calc Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 FALSE FALSE
WRESBAL.by.GDP Calc Reserve Balances with Federal Reserve Banks Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 FALSE FALSE
EXCSRESNW.by.GDP Calc Excess Reserves of Depository Institutions Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 TRUE FALSE
WLRRAL.by.GDP Calc Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 FALSE FALSE
SOFR99.minus.SOFR1 Calc Secured Overnight Financing Rate: 99th Percentile - 1st Percentile PERCENT -1.00 2018-04-03 2020-02-20 TRUE FALSE
EXPCH.minus.IMPCH Calc U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) Billions of dollars -1.00 1985-01-01 2019-12-01 TRUE TRUE
EXPMX.minus.IMPCH Calc U.S. Exports to Mexico (FAS Basis) - U.S. Imports to Mexico (Customs Basis) Billions of dollars -1.00 1985-01-01 2019-12-01 NA NA
SRPSABSNNCB.by.GDP Calc Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASTLL.by.GDP Calc All sectors; total loans; liability, Level (NSA) Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASFMA.by.GDP Calc All sectors; farm mortgages; asset, Level (NSA) Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASFMA.by.ASTLL Calc All sectors; total loans Divided by farm mortgages PERCENT -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASFMA.INTEREST Calc Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Billions of U.S. Dollars -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASFMA.INTEREST.by.GDP Calc Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 FALSE FALSE
FARMINCOME.by.GDP Calc Farm Income (Annual, NSA) Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 TRUE FALSE
WALCL.by.GDP Calc All Federal Reserve Banks: Total Assets Divided by GDP PERCENT -1.00 1947-01-01 2019-10-01 FALSE FALSE
ECBASSETS.by.EUNNGDP Calc Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP PERCENT -1.00 1995-01-01 2019-07-01 TRUE FALSE
DGS30TO10 Calc Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) Percent -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS10TO1 Calc Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10TO2 Calc Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) Percent -1.00 1976-06-01 2020-02-20 FALSE FALSE
DGS10TOTB3MS Calc Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) Percent -1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10TODTB3 Calc Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10ByAAA Calc AAA ratio to 10 year treasury (AAA/DGS10)
-1.00 1962-01-02 2020-01-01 FALSE FALSE
LNU03000000BYPOPTHM Calc Unemployment level (NSA) / Population % -1.00 1959-01-01 2019-12-01 TRUE TRUE
UNEMPLOYBYPOPTHM Calc Unemployment level, seasonally adjusted / Population % -1.00 1959-01-01 2019-12-01 TRUE TRUE
U6toU3 Calc U6RATE minums UNRATE % -1.00 1994-01-01 2020-01-01 TRUE FALSE
CHRISCMEHG1.by.PPIACO Calc Copper, $/lb, Normalized by commodities producer price index $/lb/Index -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.CPIAUCSL Calc Copper, $/lb, Normalized by consumer price index $/lb/Index -1.00 1959-07-01 2020-01-01 FALSE FALSE
GOLDAMGBD228NLBM.by.PPIACO Calc Gold, USD/Troy OUnce, Normalized by commodities producer price index $/t oz/Index -1.00 1968-04-01 2020-01-01 TRUE TRUE
GOLDAMGBD228NLBM.by.CPIAUCSL Calc Gold, USD/Troy OUnce, Normalized by consumer price index $/t oz/Index -1.00 1968-04-01 2020-01-01 TRUE TRUE
GDPBYPOPTHM Calc GDP/Population $/person -1.00 1959-01-01 2019-10-01 TRUE FALSE
GDPBYCPIAUCSL Calc GDP divided by CPI GDP/CPIAUCSL, Billions of Dollars -1.00 1947-01-01 2019-10-01 TRUE FALSE
GDPBYCPIAUCSLBYPOPTHM Calc GDP divided by CPI/Population $/Person -1.00 1959-01-01 2019-12-01 TRUE FALSE
GSPC.CloseBYMDY.Close Calc GSPC by MDY
-1.00 1995-05-04 2020-02-21 FALSE FALSE
QQQ.CloseBYMDY.Close Calc QQQ by MDY
-1.00 1999-03-10 2020-02-21 FALSE FALSE
GSPC.DailySwing Calc S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
-1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Open.by.GDPDEF Calc S&P 500 (^GSPC) Open divided by GDP deflator Dollars -1.00 1947-01-01 2019-10-01 FALSE FALSE
GSPC.Close.by.GDPDEF Calc S&P 500 (^GSPC) Close divided by GDP deflator Dollars -1.00 1947-01-01 2019-10-01 FALSE FALSE
HNFSUSNSA.minus.HSN1FNSA Calc New One Family Houses Sold - New One Family Houses Sales Thousands of Units -1.00 1963-01-01 2019-12-01 TRUE TRUE
CPIAUCSL_YoY Calc Consumer Price Index for All Urban Consumers: All Items Year over Year Percent -1.00 1947-01-01 2020-01-01 FALSE FALSE
CPIAUCSL_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Consumer Price Index for All Urban Consumers: All Items /period -1.00 1947-01-01 2020-01-01 TRUE TRUE
CPIAUCSL_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Consumer Price Index for All Urban Consumers: All Items /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
CPIAUCSL_SmoothDer Calc Derivative of Smoothed Consumer Price Index for All Urban Consumers: All Items /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
CPIAUCSL_Log Calc Log of Consumer Price Index for All Urban Consumers: All Items log() -1.00 1947-01-01 2020-01-01 TRUE TRUE
CPIAUCSL_mva200 Calc Consumer Price Index for All Urban Consumers: All Items 200 Day MA 200 Day MA -1.00 1947-01-01 2020-01-01 TRUE TRUE
CPIAUCSL_mva050 Calc Consumer Price Index for All Urban Consumers: All Items 50 Day MA 50 Day MA -1.00 1947-01-01 2020-01-01 TRUE TRUE
USREC_YoY Calc NBER based Recession Indicators Year over Year Percent -1.00 1854-12-01 2020-01-01 NA NA
USREC_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators /period -1.00 1854-12-01 2020-01-01 TRUE TRUE
USREC_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators /period -1.00 1854-12-01 2020-01-01 TRUE TRUE
USREC_SmoothDer Calc Derivative of Smoothed NBER based Recession Indicators /period -1.00 1854-12-01 2020-01-01 TRUE TRUE
USREC_Log Calc Log of NBER based Recession Indicators log() -1.00 1854-12-01 2020-01-01 TRUE TRUE
USREC_mva200 Calc NBER based Recession Indicators 200 Day MA 200 Day MA -1.00 1854-12-01 2020-01-01 TRUE TRUE
USREC_mva050 Calc NBER based Recession Indicators 50 Day MA 50 Day MA -1.00 1854-12-01 2020-01-01 TRUE TRUE
UNRATE_YoY Calc Civilian Unemployment Rate U-3 Year over Year Percent -1.00 1948-01-01 2020-01-01 TRUE FALSE
UNRATE_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Civilian Unemployment Rate U-3 /period -1.00 1948-01-01 2020-01-01 TRUE TRUE
UNRATE_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Civilian Unemployment Rate U-3 /period -1.00 1948-01-01 2020-01-01 FALSE FALSE
UNRATE_SmoothDer Calc Derivative of Smoothed Civilian Unemployment Rate U-3 /period -1.00 1948-01-01 2020-01-01 TRUE TRUE
UNRATE_Log Calc Log of Civilian Unemployment Rate U-3 log() -1.00 1948-01-01 2020-01-01 TRUE TRUE
UNRATE_mva200 Calc Civilian Unemployment Rate U-3 200 Day MA 200 Day MA -1.00 1948-01-01 2020-01-01 FALSE FALSE
UNRATE_mva050 Calc Civilian Unemployment Rate U-3 50 Day MA 50 Day MA -1.00 1948-01-01 2020-01-01 TRUE FALSE
U6RATE_YoY Calc Total unemployed + margin + part-time U-6 Year over Year Percent -1.00 1994-01-01 2020-01-01 FALSE FALSE
U6RATE_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Total unemployed + margin + part-time U-6 /period -1.00 1994-01-01 2020-01-01 TRUE TRUE
U6RATE_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Total unemployed + margin + part-time U-6 /period -1.00 1994-01-01 2020-01-01 FALSE FALSE
U6RATE_SmoothDer Calc Derivative of Smoothed Total unemployed + margin + part-time U-6 /period -1.00 1994-01-01 2020-01-01 TRUE TRUE
U6RATE_Log Calc Log of Total unemployed + margin + part-time U-6 log() -1.00 1994-01-01 2020-01-01 TRUE FALSE
U6RATE_mva200 Calc Total unemployed + margin + part-time U-6 200 Day MA 200 Day MA -1.00 1994-01-01 2020-01-01 FALSE FALSE
U6RATE_mva050 Calc Total unemployed + margin + part-time U-6 50 Day MA 50 Day MA -1.00 1994-01-01 2020-01-01 TRUE FALSE
PAYNSA_YoY Calc All Employees: Total Nonfarm Payrolls (NSA) Year over Year Percent -1.00 1939-01-01 2020-01-01 FALSE FALSE
PAYNSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All Employees: Total Nonfarm Payrolls (NSA) /period -1.00 1939-01-01 2020-01-01 FALSE FALSE
PAYNSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All Employees: Total Nonfarm Payrolls (NSA) /period -1.00 1939-01-01 2020-01-01 FALSE FALSE
PAYNSA_SmoothDer Calc Derivative of Smoothed All Employees: Total Nonfarm Payrolls (NSA) /period -1.00 1939-01-01 2020-01-01 FALSE FALSE
PAYNSA_Log Calc Log of All Employees: Total Nonfarm Payrolls (NSA) log() -1.00 1939-01-01 2020-01-01 TRUE FALSE
PAYNSA_mva200 Calc All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA 200 Day MA -1.00 1939-01-01 2020-01-01 FALSE FALSE
PAYNSA_mva050 Calc All Employees: Total Nonfarm Payrolls (NSA) 50 Day MA 50 Day MA -1.00 1939-01-01 2020-01-01 FALSE FALSE
TABSHNO_YoY Calc Households and nonprofit organizations; total assets, Level Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
TABSHNO_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; total assets, Level /period -1.00 1945-10-01 2019-07-01 TRUE TRUE
TABSHNO_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Households and nonprofit organizations; total assets, Level /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
TABSHNO_SmoothDer Calc Derivative of Smoothed Households and nonprofit organizations; total assets, Level /period -1.00 1945-10-01 2019-07-01 TRUE TRUE
TABSHNO_Log Calc Log of Households and nonprofit organizations; total assets, Level log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
TABSHNO_mva200 Calc Households and nonprofit organizations; total assets, Level 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
TABSHNO_mva050 Calc Households and nonprofit organizations; total assets, Level 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
HNONWPDPI_YoY Calc Household Net Worth, percent Dispsable Income Year over Year Percent -1.00 1946-10-01 2019-07-01 FALSE FALSE
HNONWPDPI_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Household Net Worth, percent Dispsable Income /period -1.00 1946-10-01 2019-07-01 TRUE TRUE
HNONWPDPI_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Household Net Worth, percent Dispsable Income /period -1.00 1946-10-01 2019-07-01 FALSE FALSE
HNONWPDPI_SmoothDer Calc Derivative of Smoothed Household Net Worth, percent Dispsable Income /period -1.00 1946-10-01 2019-07-01 TRUE TRUE
HNONWPDPI_Log Calc Log of Household Net Worth, percent Dispsable Income log() -1.00 1946-10-01 2019-07-01 TRUE TRUE
HNONWPDPI_mva200 Calc Household Net Worth, percent Dispsable Income 200 Day MA 200 Day MA -1.00 1946-10-01 2019-07-01 TRUE FALSE
HNONWPDPI_mva050 Calc Household Net Worth, percent Dispsable Income 50 Day MA 50 Day MA -1.00 1946-10-01 2019-07-01 TRUE TRUE
INDPRO_YoY Calc Industrial Production Index Year over Year Percent -1.00 1919-01-01 2020-01-01 FALSE FALSE
INDPRO_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Industrial Production Index /period -1.00 1919-01-01 2020-01-01 FALSE FALSE
INDPRO_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Industrial Production Index /period -1.00 1919-01-01 2020-01-01 FALSE FALSE
INDPRO_SmoothDer Calc Derivative of Smoothed Industrial Production Index /period -1.00 1919-01-01 2020-01-01 FALSE FALSE
INDPRO_Log Calc Log of Industrial Production Index log() -1.00 1919-01-01 2020-01-01 TRUE FALSE
INDPRO_mva200 Calc Industrial Production Index 200 Day MA 200 Day MA -1.00 1919-01-01 2020-01-01 FALSE FALSE
INDPRO_mva050 Calc Industrial Production Index 50 Day MA 50 Day MA -1.00 1919-01-01 2020-01-01 FALSE FALSE
RRSFS_YoY Calc Real Retail and Food Services Sales Year over Year Percent -1.00 1992-01-01 2020-01-01 FALSE FALSE
RRSFS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Retail and Food Services Sales /period -1.00 1992-01-01 2020-01-01 TRUE FALSE
RRSFS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Retail and Food Services Sales /period -1.00 1992-01-01 2020-01-01 FALSE FALSE
RRSFS_SmoothDer Calc Derivative of Smoothed Real Retail and Food Services Sales /period -1.00 1992-01-01 2020-01-01 FALSE FALSE
RRSFS_Log Calc Log of Real Retail and Food Services Sales log() -1.00 1992-01-01 2020-01-01 TRUE TRUE
RRSFS_mva200 Calc Real Retail and Food Services Sales 200 Day MA 200 Day MA -1.00 1992-01-01 2020-01-01 FALSE FALSE
RRSFS_mva050 Calc Real Retail and Food Services Sales 50 Day MA 50 Day MA -1.00 1992-01-01 2020-01-01 TRUE FALSE
RSALES_YoY Calc Real Retail Sales (DISCONTINUED) Year over Year Percent -1.00 1947-01-01 2001-04-01 TRUE TRUE
RSALES_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Retail Sales (DISCONTINUED) /period -1.00 1947-01-01 2001-04-01 FALSE FALSE
RSALES_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Retail Sales (DISCONTINUED) /period -1.00 1947-01-01 2001-04-01 FALSE FALSE
RSALES_SmoothDer Calc Derivative of Smoothed Real Retail Sales (DISCONTINUED) /period -1.00 1947-01-01 2001-04-01 FALSE FALSE
RSALES_Log Calc Log of Real Retail Sales (DISCONTINUED) log() -1.00 1947-01-01 2001-04-01 TRUE TRUE
RSALES_mva200 Calc Real Retail Sales (DISCONTINUED) 200 Day MA 200 Day MA -1.00 1947-01-01 2001-04-01 TRUE TRUE
RSALES_mva050 Calc Real Retail Sales (DISCONTINUED) 50 Day MA 50 Day MA -1.00 1947-01-01 2001-04-01 TRUE TRUE
W875RX1_YoY Calc Real personal income excluding current transfer receipts Year over Year Percent -1.00 1959-01-01 2019-12-01 FALSE FALSE
W875RX1_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real personal income excluding current transfer receipts /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
W875RX1_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real personal income excluding current transfer receipts /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
W875RX1_SmoothDer Calc Derivative of Smoothed Real personal income excluding current transfer receipts /period -1.00 1959-01-01 2019-12-01 TRUE TRUE
W875RX1_Log Calc Log of Real personal income excluding current transfer receipts log() -1.00 1959-01-01 2019-12-01 TRUE FALSE
W875RX1_mva200 Calc Real personal income excluding current transfer receipts 200 Day MA 200 Day MA -1.00 1959-01-01 2019-12-01 TRUE TRUE
W875RX1_mva050 Calc Real personal income excluding current transfer receipts 50 Day MA 50 Day MA -1.00 1959-01-01 2019-12-01 TRUE FALSE
RPI_YoY Calc Real personal income Year over Year Percent -1.00 1959-01-01 2019-12-01 FALSE FALSE
RPI_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real personal income /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
RPI_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real personal income /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
RPI_SmoothDer Calc Derivative of Smoothed Real personal income /period -1.00 1959-01-01 2019-12-01 TRUE TRUE
RPI_Log Calc Log of Real personal income log() -1.00 1959-01-01 2019-12-01 TRUE FALSE
RPI_mva200 Calc Real personal income 200 Day MA 200 Day MA -1.00 1959-01-01 2019-12-01 TRUE TRUE
RPI_mva050 Calc Real personal income 50 Day MA 50 Day MA -1.00 1959-01-01 2019-12-01 TRUE FALSE
PCOPPUSDM_YoY Calc Global price of Copper Year over Year Percent -1.00 1990-01-01 2020-01-01 FALSE FALSE
PCOPPUSDM_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Global price of Copper /period -1.00 1990-01-01 2020-01-01 TRUE TRUE
PCOPPUSDM_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Global price of Copper /period -1.00 1990-01-01 2020-01-01 FALSE FALSE
PCOPPUSDM_SmoothDer Calc Derivative of Smoothed Global price of Copper /period -1.00 1990-01-01 2020-01-01 TRUE TRUE
PCOPPUSDM_Log Calc Log of Global price of Copper log() -1.00 1990-01-01 2020-01-01 TRUE FALSE
PCOPPUSDM_mva200 Calc Global price of Copper 200 Day MA 200 Day MA -1.00 1990-01-01 2020-01-01 TRUE FALSE
PCOPPUSDM_mva050 Calc Global price of Copper 50 Day MA 50 Day MA -1.00 1990-01-01 2020-01-01 FALSE FALSE
NOBL.Open_YoY Calc Year over Year Percent -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Open_Log Calc Log of log() -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.High_YoY Calc Year over Year Percent -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.High_Log Calc Log of log() -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Low_YoY Calc Year over Year Percent -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Low_Log Calc Log of log() -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Close_YoY Calc Year over Year Percent -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Close_Log Calc Log of log() -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Volume_YoY Calc Year over Year Percent -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Volume_Log Calc Log of log() -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Adjusted_YoY Calc Year over Year Percent -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Adjusted_Log Calc Log of log() -1.00 2013-10-10 2020-02-21 FALSE FALSE
NOBL.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2013-10-10 2020-02-21 TRUE TRUE
NOBL.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2013-10-10 2020-02-21 TRUE TRUE
IMPCH_YoY Calc U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) Year over Year Percent -1.00 1985-01-01 2019-12-01 TRUE TRUE
IMPCH_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
IMPCH_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
IMPCH_SmoothDer Calc Derivative of Smoothed U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
IMPCH_Log Calc Log of U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) log() -1.00 1985-01-01 2019-12-01 TRUE FALSE
IMPCH_mva200 Calc U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 200 Day MA 200 Day MA -1.00 1985-01-01 2019-12-01 FALSE FALSE
IMPCH_mva050 Calc U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 50 Day MA 50 Day MA -1.00 1985-01-01 2019-12-01 TRUE FALSE
EXPCH_YoY Calc U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) Year over Year Percent -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPCH_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPCH_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPCH_SmoothDer Calc Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPCH_Log Calc Log of U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) log() -1.00 1985-01-01 2019-12-01 TRUE FALSE
EXPCH_mva200 Calc U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 200 Day MA 200 Day MA -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPCH_mva050 Calc U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA) 50 Day MA 50 Day MA -1.00 1985-01-01 2019-12-01 TRUE FALSE
IMPMX_YoY Calc U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) Year over Year Percent -1.00 1985-01-01 2019-12-01 FALSE FALSE
IMPMX_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
IMPMX_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
IMPMX_SmoothDer Calc Derivative of Smoothed U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
IMPMX_Log Calc Log of U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) log() -1.00 1985-01-01 2019-12-01 TRUE FALSE
IMPMX_mva200 Calc U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 200 Day MA 200 Day MA -1.00 1985-01-01 2019-12-01 FALSE FALSE
IMPMX_mva050 Calc U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 50 Day MA 50 Day MA -1.00 1985-01-01 2019-12-01 TRUE FALSE
EXPMX_YoY Calc U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) Year over Year Percent -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPMX_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPMX_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPMX_SmoothDer Calc Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPMX_Log Calc Log of U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) log() -1.00 1985-01-01 2019-12-01 TRUE FALSE
EXPMX_mva200 Calc U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 200 Day MA 200 Day MA -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPMX_mva050 Calc U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 50 Day MA 50 Day MA -1.00 1985-01-01 2019-12-01 TRUE FALSE
HSN1FNSA_YoY Calc New One Family Houses Sold: United States (Monthly, NSA) Year over Year Percent -1.00 1963-01-01 2019-12-01 FALSE FALSE
HSN1FNSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses Sold: United States (Monthly, NSA) /period -1.00 1963-01-01 2019-12-01 FALSE FALSE
HSN1FNSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) New One Family Houses Sold: United States (Monthly, NSA) /period -1.00 1963-01-01 2019-12-01 FALSE FALSE
HSN1FNSA_SmoothDer Calc Derivative of Smoothed New One Family Houses Sold: United States (Monthly, NSA) /period -1.00 1963-01-01 2019-12-01 TRUE TRUE
HSN1FNSA_Log Calc Log of New One Family Houses Sold: United States (Monthly, NSA) log() -1.00 1963-01-01 2019-12-01 TRUE FALSE
HSN1FNSA_mva200 Calc New One Family Houses Sold: United States (Monthly, NSA) 200 Day MA 200 Day MA -1.00 1963-01-01 2019-12-01 FALSE FALSE
HSN1FNSA_mva050 Calc New One Family Houses Sold: United States (Monthly, NSA) 50 Day MA 50 Day MA -1.00 1963-01-01 2019-12-01 TRUE FALSE
HNFSUSNSA_YoY Calc New One Family Houses for Sale in the United States (Monthly, NSA) Year over Year Percent -1.00 1963-01-01 2019-12-01 TRUE TRUE
HNFSUSNSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) New One Family Houses for Sale in the United States (Monthly, NSA) /period -1.00 1963-01-01 2019-12-01 TRUE TRUE
HNFSUSNSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) New One Family Houses for Sale in the United States (Monthly, NSA) /period -1.00 1963-01-01 2019-12-01 FALSE FALSE
HNFSUSNSA_SmoothDer Calc Derivative of Smoothed New One Family Houses for Sale in the United States (Monthly, NSA) /period -1.00 1963-01-01 2019-12-01 TRUE TRUE
HNFSUSNSA_Log Calc Log of New One Family Houses for Sale in the United States (Monthly, NSA) log() -1.00 1963-01-01 2019-12-01 TRUE TRUE
HNFSUSNSA_mva200 Calc New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA 200 Day MA -1.00 1963-01-01 2019-12-01 TRUE FALSE
HNFSUSNSA_mva050 Calc New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA 50 Day MA -1.00 1963-01-01 2019-12-01 TRUE TRUE
BUSLOANS_YoY Calc Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) Year over Year Percent -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANS_SmoothDer Calc Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) /period -1.00 1947-01-01 2020-01-01 TRUE FALSE
BUSLOANS_Log Calc Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) log() -1.00 1947-01-01 2020-01-01 TRUE FALSE
BUSLOANS_mva200 Calc Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 200 Day MA 200 Day MA -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANS_mva050 Calc Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA 50 Day MA -1.00 1947-01-01 2020-01-01 FALSE FALSE
TOTCI_YoY Calc Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) Year over Year Percent -1.00 1973-01-03 2020-02-12 FALSE FALSE
TOTCI_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) /period -1.00 1973-01-03 2020-02-12 FALSE FALSE
TOTCI_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) /period -1.00 1973-01-03 2020-02-12 FALSE FALSE
TOTCI_SmoothDer Calc Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) /period -1.00 1973-01-03 2020-02-12 TRUE TRUE
TOTCI_Log Calc Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) log() -1.00 1973-01-03 2020-02-12 FALSE FALSE
TOTCI_mva200 Calc Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA 200 Day MA -1.00 1973-01-03 2020-02-12 FALSE FALSE
TOTCI_mva050 Calc Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA 50 Day MA -1.00 1973-01-03 2020-02-12 FALSE FALSE
BUSLOANSNSA_YoY Calc Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) Year over Year Percent -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANSNSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANSNSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANSNSA_SmoothDer Calc Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) /period -1.00 1947-01-01 2020-01-01 TRUE TRUE
BUSLOANSNSA_Log Calc Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) log() -1.00 1947-01-01 2020-01-01 TRUE FALSE
BUSLOANSNSA_mva200 Calc Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 200 Day MA 200 Day MA -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANSNSA_mva050 Calc Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 50 Day MA 50 Day MA -1.00 1947-01-01 2020-01-01 FALSE FALSE
REALLNNSA_YoY Calc Real Estate Loans, All Commercial Banks (Monthly, NSA) Year over Year Percent -1.00 1947-01-01 2020-01-01 FALSE FALSE
REALLNNSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, NSA) /period -1.00 1947-01-01 2020-01-01 TRUE TRUE
REALLNNSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans, All Commercial Banks (Monthly, NSA) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
REALLNNSA_SmoothDer Calc Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, NSA) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
REALLNNSA_Log Calc Log of Real Estate Loans, All Commercial Banks (Monthly, NSA) log() -1.00 1947-01-01 2020-01-01 TRUE TRUE
REALLNNSA_mva200 Calc Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA 200 Day MA -1.00 1947-01-01 2020-01-01 TRUE TRUE
REALLNNSA_mva050 Calc Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA 50 Day MA -1.00 1947-01-01 2020-01-01 TRUE TRUE
REALLN_YoY Calc Real Estate Loans, All Commercial Banks (Monthly, SA) Year over Year Percent -1.00 1947-01-01 2020-01-01 FALSE FALSE
REALLN_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, SA) /period -1.00 1947-01-01 2020-01-01 TRUE TRUE
REALLN_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans, All Commercial Banks (Monthly, SA) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
REALLN_SmoothDer Calc Derivative of Smoothed Real Estate Loans, All Commercial Banks (Monthly, SA) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
REALLN_Log Calc Log of Real Estate Loans, All Commercial Banks (Monthly, SA) log() -1.00 1947-01-01 2020-01-01 TRUE TRUE
REALLN_mva200 Calc Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA 200 Day MA -1.00 1947-01-01 2020-01-01 TRUE TRUE
REALLN_mva050 Calc Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA 50 Day MA -1.00 1947-01-01 2020-01-01 TRUE TRUE
RELACBW027NBOG_YoY Calc Real Estate Loans, All Commercial Banks (Weekly, NSA) Year over Year Percent -1.00 1973-01-03 2020-02-12 FALSE FALSE
RELACBW027NBOG_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA) /period -1.00 1973-01-03 2020-02-12 TRUE TRUE
RELACBW027NBOG_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans, All Commercial Banks (Weekly, NSA) /period -1.00 1973-01-03 2020-02-12 FALSE FALSE
RELACBW027NBOG_SmoothDer Calc Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, NSA) /period -1.00 1973-01-03 2020-02-12 FALSE FALSE
RELACBW027NBOG_Log Calc Log of Real Estate Loans, All Commercial Banks (Weekly, NSA) log() -1.00 1973-01-03 2020-02-12 FALSE FALSE
RELACBW027NBOG_mva200 Calc Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA 200 Day MA -1.00 1973-01-03 2020-02-12 TRUE TRUE
RELACBW027NBOG_mva050 Calc Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA 50 Day MA -1.00 1973-01-03 2020-02-12 FALSE FALSE
RELACBW027SBOG_YoY Calc Real Estate Loans, All Commercial Banks (Weekly, SA) Year over Year Percent -1.00 1973-01-03 2020-02-12 FALSE FALSE
RELACBW027SBOG_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA) /period -1.00 1973-01-03 2020-02-12 TRUE TRUE
RELACBW027SBOG_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans, All Commercial Banks (Weekly, SA) /period -1.00 1973-01-03 2020-02-12 FALSE FALSE
RELACBW027SBOG_SmoothDer Calc Derivative of Smoothed Real Estate Loans, All Commercial Banks (Weekly, SA) /period -1.00 1973-01-03 2020-02-12 TRUE TRUE
RELACBW027SBOG_Log Calc Log of Real Estate Loans, All Commercial Banks (Weekly, SA) log() -1.00 1973-01-03 2020-02-12 FALSE FALSE
RELACBW027SBOG_mva200 Calc Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA 200 Day MA -1.00 1973-01-03 2020-02-12 TRUE TRUE
RELACBW027SBOG_mva050 Calc Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA 50 Day MA -1.00 1973-01-03 2020-02-12 TRUE TRUE
RREACBM027NBOG_YoY Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) Year over Year Percent -1.00 2004-06-01 2020-01-01 FALSE FALSE
RREACBM027NBOG_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) /period -1.00 2004-06-01 2020-01-01 FALSE FALSE
RREACBM027NBOG_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) /period -1.00 2004-06-01 2020-01-01 FALSE FALSE
RREACBM027NBOG_SmoothDer Calc Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) /period -1.00 2004-06-01 2020-01-01 FALSE FALSE
RREACBM027NBOG_Log Calc Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) log() -1.00 2004-06-01 2020-01-01 TRUE FALSE
RREACBM027NBOG_mva200 Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA 200 Day MA -1.00 2004-06-01 2020-01-01 TRUE TRUE
RREACBM027NBOG_mva050 Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA 50 Day MA -1.00 2004-06-01 2020-01-01 FALSE FALSE
RREACBM027SBOG_YoY Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) Year over Year Percent -1.00 2004-06-01 2020-01-01 FALSE FALSE
RREACBM027SBOG_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) /period -1.00 2004-06-01 2020-01-01 TRUE TRUE
RREACBM027SBOG_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) /period -1.00 2004-06-01 2020-01-01 FALSE FALSE
RREACBM027SBOG_SmoothDer Calc Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) /period -1.00 2004-06-01 2020-01-01 FALSE FALSE
RREACBM027SBOG_Log Calc Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) log() -1.00 2004-06-01 2020-01-01 TRUE FALSE
RREACBM027SBOG_mva200 Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA 200 Day MA -1.00 2004-06-01 2020-01-01 TRUE TRUE
RREACBM027SBOG_mva050 Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA 50 Day MA -1.00 2004-06-01 2020-01-01 FALSE FALSE
RREACBW027SBOG_YoY Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) Year over Year Percent -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027SBOG_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) /period -1.00 2004-06-02 2020-02-12 TRUE TRUE
RREACBW027SBOG_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) /period -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027SBOG_SmoothDer Calc Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) /period -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027SBOG_Log Calc Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) log() -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027SBOG_mva200 Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA 200 Day MA -1.00 2004-06-02 2020-02-12 TRUE TRUE
RREACBW027SBOG_mva050 Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA 50 Day MA -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027NBOG_YoY Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) Year over Year Percent -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027NBOG_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) /period -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027NBOG_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) /period -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027NBOG_SmoothDer Calc Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) /period -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027NBOG_Log Calc Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) log() -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027NBOG_mva200 Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA 200 Day MA -1.00 2004-06-02 2020-02-12 FALSE FALSE
RREACBW027NBOG_mva050 Calc Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA 50 Day MA -1.00 2004-06-02 2020-02-12 FALSE FALSE
MORTGAGE30US_YoY Calc 30-Year Fixed Rate Mortgage Average in the United States Year over Year Percent -1.00 1971-04-02 2020-02-20 TRUE FALSE
MORTGAGE30US_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) 30-Year Fixed Rate Mortgage Average in the United States /period -1.00 1971-04-02 2020-02-20 FALSE FALSE
MORTGAGE30US_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) 30-Year Fixed Rate Mortgage Average in the United States /period -1.00 1971-04-02 2020-02-20 FALSE FALSE
MORTGAGE30US_SmoothDer Calc Derivative of Smoothed 30-Year Fixed Rate Mortgage Average in the United States /period -1.00 1971-04-02 2020-02-20 TRUE TRUE
MORTGAGE30US_Log Calc Log of 30-Year Fixed Rate Mortgage Average in the United States log() -1.00 1971-04-02 2020-02-20 FALSE FALSE
MORTGAGE30US_mva200 Calc 30-Year Fixed Rate Mortgage Average in the United States 200 Day MA 200 Day MA -1.00 1971-04-02 2020-02-20 FALSE FALSE
MORTGAGE30US_mva050 Calc 30-Year Fixed Rate Mortgage Average in the United States 50 Day MA 50 Day MA -1.00 1971-04-02 2020-02-20 FALSE FALSE
CONSUMERNSA_YoY Calc Consumer Loans, All Commercial Banks Year over Year Percent -1.00 1947-01-01 2020-01-01 TRUE TRUE
CONSUMERNSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans, All Commercial Banks /period -1.00 1947-01-01 2020-01-01 TRUE TRUE
CONSUMERNSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Consumer Loans, All Commercial Banks /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
CONSUMERNSA_SmoothDer Calc Derivative of Smoothed Consumer Loans, All Commercial Banks /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
CONSUMERNSA_Log Calc Log of Consumer Loans, All Commercial Banks log() -1.00 1947-01-01 2020-01-01 TRUE FALSE
CONSUMERNSA_mva200 Calc Consumer Loans, All Commercial Banks 200 Day MA 200 Day MA -1.00 1947-01-01 2020-01-01 TRUE TRUE
CONSUMERNSA_mva050 Calc Consumer Loans, All Commercial Banks 50 Day MA 50 Day MA -1.00 1947-01-01 2020-01-01 FALSE FALSE
TOTCINSA_YoY Calc Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) Year over Year Percent -1.00 1973-01-03 2020-02-12 FALSE FALSE
TOTCINSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) /period -1.00 1973-01-03 2020-02-12 TRUE FALSE
TOTCINSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) /period -1.00 1973-01-03 2020-02-12 FALSE FALSE
TOTCINSA_SmoothDer Calc Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) /period -1.00 1973-01-03 2020-02-12 TRUE TRUE
TOTCINSA_Log Calc Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) log() -1.00 1973-01-03 2020-02-12 FALSE FALSE
TOTCINSA_mva200 Calc Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 200 Day MA 200 Day MA -1.00 1973-01-03 2020-02-12 FALSE FALSE
TOTCINSA_mva050 Calc Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 50 Day MA 50 Day MA -1.00 1973-01-03 2020-02-12 FALSE FALSE
SRPSABSNNCB_YoY Calc Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 TRUE TRUE
SRPSABSNNCB_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
SRPSABSNNCB_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
SRPSABSNNCB_SmoothDer Calc Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
SRPSABSNNCB_Log Calc Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
SRPSABSNNCB_mva200 Calc Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE FALSE
SRPSABSNNCB_mva050 Calc Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASTLL_YoY Calc All sectors; total loans; liability, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASTLL_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASTLL_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All sectors; total loans; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASTLL_SmoothDer Calc Derivative of Smoothed All sectors; total loans; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASTLL_Log Calc Log of All sectors; total loans; liability, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASTLL_mva200 Calc All sectors; total loans; liability, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASTLL_mva050 Calc All sectors; total loans; liability, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBDILNECA_YoY Calc Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
FBDILNECA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBDILNECA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
FBDILNECA_SmoothDer Calc Derivative of Smoothed Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
FBDILNECA_Log Calc Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBDILNECA_mva200 Calc Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBDILNECA_mva050 Calc Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASOLAL_YoY Calc All sectors; other loans and advances; liability, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASOLAL_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All sectors; other loans and advances; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASOLAL_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All sectors; other loans and advances; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASOLAL_SmoothDer Calc Derivative of Smoothed All sectors; other loans and advances; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASOLAL_Log Calc Log of All sectors; other loans and advances; liability, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASOLAL_mva200 Calc All sectors; other loans and advances; liability, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE FALSE
ASOLAL_mva050 Calc All sectors; other loans and advances; liability, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASTMA_YoY Calc All sectors; total mortgages; asset, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASTMA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All sectors; total mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE FALSE
ASTMA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All sectors; total mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASTMA_SmoothDer Calc Derivative of Smoothed All sectors; total mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASTMA_Log Calc Log of All sectors; total mortgages; asset, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASTMA_mva200 Calc All sectors; total mortgages; asset, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASTMA_mva050 Calc All sectors; total mortgages; asset, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASHMA_YoY Calc All sectors; home mortgages; asset, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASHMA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All sectors; home mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE FALSE
ASHMA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All sectors; home mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASHMA_SmoothDer Calc Derivative of Smoothed All sectors; home mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASHMA_Log Calc Log of All sectors; home mortgages; asset, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASHMA_mva200 Calc All sectors; home mortgages; asset, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASHMA_mva050 Calc All sectors; home mortgages; asset, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASMRMA_YoY Calc All sectors; multifamily residential mortgages; asset, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASMRMA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All sectors; multifamily residential mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE FALSE
ASMRMA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All sectors; multifamily residential mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASMRMA_SmoothDer Calc Derivative of Smoothed All sectors; multifamily residential mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASMRMA_Log Calc Log of All sectors; multifamily residential mortgages; asset, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASMRMA_mva200 Calc All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASMRMA_mva050 Calc All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASCMA_YoY Calc All sectors; commercial mortgages; asset, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASCMA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All sectors; commercial mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE FALSE
ASCMA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All sectors; commercial mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASCMA_SmoothDer Calc Derivative of Smoothed All sectors; commercial mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASCMA_Log Calc Log of All sectors; commercial mortgages; asset, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASCMA_mva200 Calc All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASCMA_mva050 Calc All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASFMA_YoY Calc All sectors; farm mortgages; asset, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASFMA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All sectors; farm mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE FALSE
ASFMA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All sectors; farm mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASFMA_SmoothDer Calc Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASFMA_Log Calc Log of All sectors; farm mortgages; asset, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASFMA_mva200 Calc All sectors; farm mortgages; asset, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASFMA_mva050 Calc All sectors; farm mortgages; asset, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
CCLBSHNO_YoY Calc Households and nonprofit organizations; consumer credit; liability, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
CCLBSHNO_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; consumer credit; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE FALSE
CCLBSHNO_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Households and nonprofit organizations; consumer credit; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
CCLBSHNO_SmoothDer Calc Derivative of Smoothed Households and nonprofit organizations; consumer credit; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
CCLBSHNO_Log Calc Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
CCLBSHNO_mva200 Calc Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
CCLBSHNO_mva050 Calc Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBDSILQ027S_YoY Calc Domestic financial sectors debt securities; liability, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
FBDSILQ027S_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors debt securities; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBDSILQ027S_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Domestic financial sectors debt securities; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
FBDSILQ027S_SmoothDer Calc Derivative of Smoothed Domestic financial sectors debt securities; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
FBDSILQ027S_Log Calc Log of Domestic financial sectors debt securities; liability, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBDSILQ027S_mva200 Calc Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBDSILQ027S_mva050 Calc Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBLL_YoY Calc Domestic financial sectors loans; liability, Level (NSA) Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
FBLL_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Domestic financial sectors loans; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBLL_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Domestic financial sectors loans; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
FBLL_SmoothDer Calc Derivative of Smoothed Domestic financial sectors loans; liability, Level (NSA) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
FBLL_Log Calc Log of Domestic financial sectors loans; liability, Level (NSA) log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBLL_mva200 Calc Domestic financial sectors loans; liability, Level (NSA) 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
FBLL_mva050 Calc Domestic financial sectors loans; liability, Level (NSA) 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
NCBDBIQ027S_YoY Calc Nonfinancial corporate business; debt securities; liability, Level Year over Year Percent -1.00 1945-10-01 2019-07-01 FALSE FALSE
NCBDBIQ027S_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; debt securities; liability, Level /period -1.00 1945-10-01 2019-07-01 TRUE FALSE
NCBDBIQ027S_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Nonfinancial corporate business; debt securities; liability, Level /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
NCBDBIQ027S_SmoothDer Calc Derivative of Smoothed Nonfinancial corporate business; debt securities; liability, Level /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
NCBDBIQ027S_Log Calc Log of Nonfinancial corporate business; debt securities; liability, Level log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
NCBDBIQ027S_mva200 Calc Nonfinancial corporate business; debt securities; liability, Level 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
NCBDBIQ027S_mva050 Calc Nonfinancial corporate business; debt securities; liability, Level 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
DGS10_YoY Calc 10-Year Treasury Constant Maturity Rate Year over Year Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate /period -1.00 1962-01-02 2020-02-20 TRUE FALSE
DGS10_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) 10-Year Treasury Constant Maturity Rate /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10_SmoothDer Calc Derivative of Smoothed 10-Year Treasury Constant Maturity Rate /period -1.00 1962-01-02 2020-02-20 TRUE TRUE
DGS10_Log Calc Log of 10-Year Treasury Constant Maturity Rate log() -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10_mva200 Calc 10-Year Treasury Constant Maturity Rate 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10_mva050 Calc 10-Year Treasury Constant Maturity Rate 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
TNX.Open_YoY Calc Year over Year Percent -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1962-01-02 2020-02-21 TRUE FALSE
TNX.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.Open_Log Calc Log of log() -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.High_YoY Calc Year over Year Percent -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.High_SmoothDer Calc Derivative of Smoothed /period -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.High_Log Calc Log of log() -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.High_mva200 Calc 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.High_mva050 Calc 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Low_YoY Calc Year over Year Percent -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1962-01-02 2020-02-21 TRUE FALSE
TNX.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.Low_Log Calc Log of log() -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Close_YoY Calc Year over Year Percent -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.Close_Log Calc Log of log() -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Volume_YoY Calc Year over Year Percent -1.00 1962-01-02 2020-02-21 NA NA
TNX.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.Volume_Log Calc Log of log() -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.Adjusted_YoY Calc Year over Year Percent -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 1962-01-02 2020-02-21 TRUE TRUE
TNX.Adjusted_Log Calc Log of log() -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-21 FALSE FALSE
TNX.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-21 FALSE FALSE
DGS30_YoY Calc 10-Year Treasury Constant Maturity Rate Year over Year Percent -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS30_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) 10-Year Treasury Constant Maturity Rate /period -1.00 1977-02-15 2020-02-20 TRUE FALSE
DGS30_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) 10-Year Treasury Constant Maturity Rate /period -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS30_SmoothDer Calc Derivative of Smoothed 10-Year Treasury Constant Maturity Rate /period -1.00 1977-02-15 2020-02-20 TRUE TRUE
DGS30_Log Calc Log of 10-Year Treasury Constant Maturity Rate log() -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS30_mva200 Calc 10-Year Treasury Constant Maturity Rate 200 Day MA 200 Day MA -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS30_mva050 Calc 10-Year Treasury Constant Maturity Rate 50 Day MA 50 Day MA -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS1_YoY Calc 1-Year Treasury Constant Maturity Rate Year over Year Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS1_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) 1-Year Treasury Constant Maturity Rate /period -1.00 1962-01-02 2020-02-20 TRUE FALSE
DGS1_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) 1-Year Treasury Constant Maturity Rate /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS1_SmoothDer Calc Derivative of Smoothed 1-Year Treasury Constant Maturity Rate /period -1.00 1962-01-02 2020-02-20 TRUE TRUE
DGS1_Log Calc Log of 1-Year Treasury Constant Maturity Rate log() -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS1_mva200 Calc 1-Year Treasury Constant Maturity Rate 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS1_mva050 Calc 1-Year Treasury Constant Maturity Rate 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS2_YoY Calc 2-Year Treasury Constant Maturity Rate Year over Year Percent -1.00 1976-06-01 2020-02-20 FALSE FALSE
DGS2_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) 2-Year Treasury Constant Maturity Rate /period -1.00 1976-06-01 2020-02-20 FALSE FALSE
DGS2_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) 2-Year Treasury Constant Maturity Rate /period -1.00 1976-06-01 2020-02-20 FALSE FALSE
DGS2_SmoothDer Calc Derivative of Smoothed 2-Year Treasury Constant Maturity Rate /period -1.00 1976-06-01 2020-02-20 TRUE TRUE
DGS2_Log Calc Log of 2-Year Treasury Constant Maturity Rate log() -1.00 1976-06-01 2020-02-20 FALSE FALSE
DGS2_mva200 Calc 2-Year Treasury Constant Maturity Rate 200 Day MA 200 Day MA -1.00 1976-06-01 2020-02-20 FALSE FALSE
DGS2_mva050 Calc 2-Year Treasury Constant Maturity Rate 50 Day MA 50 Day MA -1.00 1976-06-01 2020-02-20 FALSE FALSE
TB3MS_YoY Calc 3-Month Treasury Bill: Secondary Market Rate (Monthly) Year over Year Percent -1.00 1934-01-01 2020-01-01 FALSE FALSE
TB3MS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Monthly) /period -1.00 1934-01-01 2020-01-01 TRUE FALSE
TB3MS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) 3-Month Treasury Bill: Secondary Market Rate (Monthly) /period -1.00 1934-01-01 2020-01-01 FALSE FALSE
TB3MS_SmoothDer Calc Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Monthly) /period -1.00 1934-01-01 2020-01-01 TRUE TRUE
TB3MS_Log Calc Log of 3-Month Treasury Bill: Secondary Market Rate (Monthly) log() -1.00 1934-01-01 2020-01-01 TRUE FALSE
TB3MS_mva200 Calc 3-Month Treasury Bill: Secondary Market Rate (Monthly) 200 Day MA 200 Day MA -1.00 1934-01-01 2020-01-01 FALSE FALSE
TB3MS_mva050 Calc 3-Month Treasury Bill: Secondary Market Rate (Monthly) 50 Day MA 50 Day MA -1.00 1934-01-01 2020-01-01 FALSE FALSE
DTB3_YoY Calc 3-Month Treasury Bill: Secondary Market Rate (Daily) Year over Year Percent -1.00 1954-01-04 2020-02-20 FALSE FALSE
DTB3_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) 3-Month Treasury Bill: Secondary Market Rate (Daily) /period -1.00 1954-01-04 2020-02-20 TRUE FALSE
DTB3_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) 3-Month Treasury Bill: Secondary Market Rate (Daily) /period -1.00 1954-01-04 2020-02-20 FALSE FALSE
DTB3_SmoothDer Calc Derivative of Smoothed 3-Month Treasury Bill: Secondary Market Rate (Daily) /period -1.00 1954-01-04 2020-02-20 TRUE TRUE
DTB3_Log Calc Log of 3-Month Treasury Bill: Secondary Market Rate (Daily) log() -1.00 1954-01-04 2020-02-20 TRUE TRUE
DTB3_mva200 Calc 3-Month Treasury Bill: Secondary Market Rate (Daily) 200 Day MA 200 Day MA -1.00 1954-01-04 2020-02-20 FALSE FALSE
DTB3_mva050 Calc 3-Month Treasury Bill: Secondary Market Rate (Daily) 50 Day MA 50 Day MA -1.00 1954-01-04 2020-02-20 TRUE FALSE
IRX.Open_YoY Calc Year over Year Percent -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1960-01-04 2020-02-21 TRUE FALSE
IRX.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.Open_Log Calc Log of log() -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 1960-01-04 2020-02-21 TRUE FALSE
IRX.High_YoY Calc Year over Year Percent -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1960-01-04 2020-02-21 TRUE FALSE
IRX.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.High_SmoothDer Calc Derivative of Smoothed /period -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.High_Log Calc Log of log() -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.High_mva200 Calc 200 Day MA 200 Day MA -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.High_mva050 Calc 50 Day MA 50 Day MA -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Low_YoY Calc Year over Year Percent -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1960-01-04 2020-02-21 TRUE FALSE
IRX.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.Low_Log Calc Log of log() -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 1960-01-04 2020-02-21 TRUE FALSE
IRX.Close_YoY Calc Year over Year Percent -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1960-01-04 2020-02-21 TRUE FALSE
IRX.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.Close_Log Calc Log of log() -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 1960-01-04 2020-02-21 TRUE FALSE
IRX.Volume_YoY Calc Year over Year Percent -1.00 1960-01-04 2020-02-21 NA NA
IRX.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.Volume_Log Calc Log of log() -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.Adjusted_YoY Calc Year over Year Percent -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1960-01-04 2020-02-21 TRUE FALSE
IRX.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 1960-01-04 2020-02-21 TRUE TRUE
IRX.Adjusted_Log Calc Log of log() -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 1960-01-04 2020-02-21 FALSE FALSE
IRX.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 1960-01-04 2020-02-21 TRUE FALSE
DCOILWTICO_YoY Calc Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma Year over Year Percent -1.00 1986-01-02 2020-02-18 FALSE FALSE
DCOILWTICO_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma /period -1.00 1986-01-02 2020-02-18 FALSE FALSE
DCOILWTICO_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma /period -1.00 1986-01-02 2020-02-18 FALSE FALSE
DCOILWTICO_SmoothDer Calc Derivative of Smoothed Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma /period -1.00 1986-01-02 2020-02-18 FALSE FALSE
DCOILWTICO_Log Calc Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma log() -1.00 1986-01-02 2020-02-18 FALSE FALSE
DCOILWTICO_mva200 Calc Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 200 Day MA 200 Day MA -1.00 1986-01-02 2020-02-18 FALSE FALSE
DCOILWTICO_mva050 Calc Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma 50 Day MA 50 Day MA -1.00 1986-01-02 2020-02-18 FALSE FALSE
DCOILBRENTEU_YoY Calc Crude Oil Prices: Brent - Europe Year over Year Percent -1.00 1987-05-20 2020-02-18 FALSE FALSE
DCOILBRENTEU_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Crude Oil Prices: Brent - Europe /period -1.00 1987-05-20 2020-02-18 FALSE FALSE
DCOILBRENTEU_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Crude Oil Prices: Brent - Europe /period -1.00 1987-05-20 2020-02-18 FALSE FALSE
DCOILBRENTEU_SmoothDer Calc Derivative of Smoothed Crude Oil Prices: Brent - Europe /period -1.00 1987-05-20 2020-02-18 FALSE FALSE
DCOILBRENTEU_Log Calc Log of Crude Oil Prices: Brent - Europe log() -1.00 1987-05-20 2020-02-18 FALSE FALSE
DCOILBRENTEU_mva200 Calc Crude Oil Prices: Brent - Europe 200 Day MA 200 Day MA -1.00 1987-05-20 2020-02-18 FALSE FALSE
DCOILBRENTEU_mva050 Calc Crude Oil Prices: Brent - Europe 50 Day MA 50 Day MA -1.00 1987-05-20 2020-02-18 FALSE FALSE
NEWORDER_YoY Calc Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft Year over Year Percent -1.00 1992-02-01 2019-12-01 FALSE FALSE
NEWORDER_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft /period -1.00 1992-02-01 2019-12-01 FALSE FALSE
NEWORDER_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft /period -1.00 1992-02-01 2019-12-01 FALSE FALSE
NEWORDER_SmoothDer Calc Derivative of Smoothed Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft /period -1.00 1992-02-01 2019-12-01 FALSE FALSE
NEWORDER_Log Calc Log of Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft log() -1.00 1992-02-01 2019-12-01 TRUE FALSE
NEWORDER_mva200 Calc Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA 200 Day MA -1.00 1992-02-01 2019-12-01 FALSE FALSE
NEWORDER_mva050 Calc Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA 50 Day MA -1.00 1992-02-01 2019-12-01 TRUE FALSE
ALTSALES_YoY Calc Light Weight Vehicle Sales: Autos and Light Trucks Year over Year Percent -1.00 1976-01-01 2020-01-01 FALSE FALSE
ALTSALES_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Light Weight Vehicle Sales: Autos and Light Trucks /period -1.00 1976-01-01 2020-01-01 TRUE FALSE
ALTSALES_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Light Weight Vehicle Sales: Autos and Light Trucks /period -1.00 1976-01-01 2020-01-01 FALSE FALSE
ALTSALES_SmoothDer Calc Derivative of Smoothed Light Weight Vehicle Sales: Autos and Light Trucks /period -1.00 1976-01-01 2020-01-01 FALSE FALSE
ALTSALES_Log Calc Log of Light Weight Vehicle Sales: Autos and Light Trucks log() -1.00 1976-01-01 2020-01-01 TRUE FALSE
ALTSALES_mva200 Calc Light Weight Vehicle Sales: Autos and Light Trucks 200 Day MA 200 Day MA -1.00 1976-01-01 2020-01-01 FALSE FALSE
ALTSALES_mva050 Calc Light Weight Vehicle Sales: Autos and Light Trucks 50 Day MA 50 Day MA -1.00 1976-01-01 2020-01-01 TRUE FALSE
ICSA_YoY Calc Initial Jobless Claims Year over Year Percent -1.00 1967-01-07 2020-02-15 FALSE FALSE
ICSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Initial Jobless Claims /period -1.00 1967-01-07 2020-02-15 FALSE FALSE
ICSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Initial Jobless Claims /period -1.00 1967-01-07 2020-02-15 FALSE FALSE
ICSA_SmoothDer Calc Derivative of Smoothed Initial Jobless Claims /period -1.00 1967-01-07 2020-02-15 FALSE FALSE
ICSA_Log Calc Log of Initial Jobless Claims log() -1.00 1967-01-07 2020-02-15 FALSE FALSE
ICSA_mva200 Calc Initial Jobless Claims 200 Day MA 200 Day MA -1.00 1967-01-07 2020-02-15 FALSE FALSE
ICSA_mva050 Calc Initial Jobless Claims 50 Day MA 50 Day MA -1.00 1967-01-07 2020-02-15 FALSE FALSE
GSPC.Open_YoY Calc Year over Year Percent -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Open_Log Calc Log of log() -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.High_YoY Calc Year over Year Percent -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.High_SmoothDer Calc Derivative of Smoothed /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.High_Log Calc Log of log() -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.High_mva200 Calc 200 Day MA 200 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.High_mva050 Calc 50 Day MA 50 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Low_YoY Calc Year over Year Percent -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Low_Log Calc Log of log() -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Close_YoY Calc Year over Year Percent -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Close_Log Calc Log of log() -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Volume_YoY Calc Year over Year Percent -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Volume_Log Calc Log of log() -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Adjusted_YoY Calc Year over Year Percent -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Adjusted_Log Calc Log of log() -1.00 1927-12-30 2020-02-21 FALSE FALSE
GSPC.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GSPC.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 1927-12-30 2020-02-21 TRUE TRUE
GDP_YoY Calc Gross Domestic Product Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Gross Domestic Product /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Gross Domestic Product /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDP_SmoothDer Calc Derivative of Smoothed Gross Domestic Product /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDP_Log Calc Log of Gross Domestic Product log() -1.00 1947-01-01 2019-10-01 TRUE TRUE
GDP_mva200 Calc Gross Domestic Product 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
GDP_mva050 Calc Gross Domestic Product 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
GDPC1_YoY Calc Real Gross Domestic Product Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDPC1_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Gross Domestic Product /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDPC1_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Gross Domestic Product /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDPC1_SmoothDer Calc Derivative of Smoothed Real Gross Domestic Product /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDPC1_Log Calc Log of Real Gross Domestic Product log() -1.00 1947-01-01 2019-10-01 TRUE TRUE
GDPC1_mva200 Calc Real Gross Domestic Product 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
GDPC1_mva050 Calc Real Gross Domestic Product 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
GDPDEF_YoY Calc Gross Domestic Product: Implicit Price Deflator Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDPDEF_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Gross Domestic Product: Implicit Price Deflator /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDPDEF_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Gross Domestic Product: Implicit Price Deflator /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDPDEF_SmoothDer Calc Derivative of Smoothed Gross Domestic Product: Implicit Price Deflator /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
GDPDEF_Log Calc Log of Gross Domestic Product: Implicit Price Deflator log() -1.00 1947-01-01 2019-10-01 TRUE TRUE
GDPDEF_mva200 Calc Gross Domestic Product: Implicit Price Deflator 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
GDPDEF_mva050 Calc Gross Domestic Product: Implicit Price Deflator 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
VIG.Open_YoY Calc Year over Year Percent -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Open_Log Calc Log of log() -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.High_YoY Calc Year over Year Percent -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.High_Log Calc Log of log() -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Low_YoY Calc Year over Year Percent -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Low_Log Calc Log of log() -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Close_YoY Calc Year over Year Percent -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Close_Log Calc Log of log() -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Volume_YoY Calc Year over Year Percent -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Volume_Log Calc Log of log() -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Adjusted_YoY Calc Year over Year Percent -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Adjusted_Log Calc Log of log() -1.00 2006-05-02 2020-02-21 FALSE FALSE
VIG.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-05-02 2020-02-21 TRUE TRUE
VIG.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-05-02 2020-02-21 TRUE TRUE
WLRRAL_YoY Calc Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Year over Year Percent -1.00 2002-12-18 2020-02-19 FALSE FALSE
WLRRAL_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) /period -1.00 2002-12-18 2020-02-19 FALSE FALSE
WLRRAL_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) /period -1.00 2002-12-18 2020-02-19 FALSE FALSE
WLRRAL_SmoothDer Calc Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) /period -1.00 2002-12-18 2020-02-19 FALSE FALSE
WLRRAL_Log Calc Log of Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) log() -1.00 2002-12-18 2020-02-19 FALSE FALSE
WLRRAL_mva200 Calc Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 200 Day MA 200 Day MA -1.00 2002-12-18 2020-02-19 FALSE FALSE
WLRRAL_mva050 Calc Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) 50 Day MA 50 Day MA -1.00 2002-12-18 2020-02-19 FALSE FALSE
FEDFUNDS_YoY Calc Effective Federal Funds Rate Year over Year Percent -1.00 1954-07-01 2020-01-01 FALSE FALSE
FEDFUNDS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Effective Federal Funds Rate /period -1.00 1954-07-01 2020-01-01 TRUE FALSE
FEDFUNDS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Effective Federal Funds Rate /period -1.00 1954-07-01 2020-01-01 FALSE FALSE
FEDFUNDS_SmoothDer Calc Derivative of Smoothed Effective Federal Funds Rate /period -1.00 1954-07-01 2020-01-01 TRUE TRUE
FEDFUNDS_Log Calc Log of Effective Federal Funds Rate log() -1.00 1954-07-01 2020-01-01 TRUE FALSE
FEDFUNDS_mva200 Calc Effective Federal Funds Rate 200 Day MA 200 Day MA -1.00 1954-07-01 2020-01-01 FALSE FALSE
FEDFUNDS_mva050 Calc Effective Federal Funds Rate 50 Day MA 50 Day MA -1.00 1954-07-01 2020-01-01 TRUE FALSE
GPDI_YoY Calc Gross Private Domestic Investment Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
GPDI_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Gross Private Domestic Investment /period -1.00 1947-01-01 2019-10-01 TRUE FALSE
GPDI_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Gross Private Domestic Investment /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
GPDI_SmoothDer Calc Derivative of Smoothed Gross Private Domestic Investment /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
GPDI_Log Calc Log of Gross Private Domestic Investment log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
GPDI_mva200 Calc Gross Private Domestic Investment 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
GPDI_mva050 Calc Gross Private Domestic Investment 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
MZMV_YoY Calc Velocity of MZM Money Stock Year over Year Percent -1.00 1959-01-01 2019-10-01 TRUE FALSE
MZMV_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Velocity of MZM Money Stock /period -1.00 1959-01-01 2019-10-01 TRUE FALSE
MZMV_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Velocity of MZM Money Stock /period -1.00 1959-01-01 2019-10-01 FALSE FALSE
MZMV_SmoothDer Calc Derivative of Smoothed Velocity of MZM Money Stock /period -1.00 1959-01-01 2019-10-01 TRUE TRUE
MZMV_Log Calc Log of Velocity of MZM Money Stock log() -1.00 1959-01-01 2019-10-01 TRUE FALSE
MZMV_mva200 Calc Velocity of MZM Money Stock 200 Day MA 200 Day MA -1.00 1959-01-01 2019-10-01 FALSE FALSE
MZMV_mva050 Calc Velocity of MZM Money Stock 50 Day MA 50 Day MA -1.00 1959-01-01 2019-10-01 TRUE FALSE
M1_YoY Calc M1 Money Stock Year over Year Percent -1.00 1975-01-06 2020-02-10 FALSE FALSE
M1_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) M1 Money Stock /period -1.00 1975-01-06 2020-02-10 TRUE TRUE
M1_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) M1 Money Stock /period -1.00 1975-01-06 2020-02-10 FALSE FALSE
M1_SmoothDer Calc Derivative of Smoothed M1 Money Stock /period -1.00 1975-01-06 2020-02-10 FALSE FALSE
M1_Log Calc Log of M1 Money Stock log() -1.00 1975-01-06 2020-02-10 FALSE FALSE
M1_mva200 Calc M1 Money Stock 200 Day MA 200 Day MA -1.00 1975-01-06 2020-02-10 TRUE TRUE
M1_mva050 Calc M1 Money Stock 50 Day MA 50 Day MA -1.00 1975-01-06 2020-02-10 TRUE TRUE
M2_YoY Calc M2 Money Stock Year over Year Percent -1.00 1980-11-03 2020-02-10 FALSE FALSE
M2_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) M2 Money Stock /period -1.00 1980-11-03 2020-02-10 TRUE TRUE
M2_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) M2 Money Stock /period -1.00 1980-11-03 2020-02-10 FALSE FALSE
M2_SmoothDer Calc Derivative of Smoothed M2 Money Stock /period -1.00 1980-11-03 2020-02-10 FALSE FALSE
M2_Log Calc Log of M2 Money Stock log() -1.00 1980-11-03 2020-02-10 TRUE TRUE
M2_mva200 Calc M2 Money Stock 200 Day MA 200 Day MA -1.00 1980-11-03 2020-02-10 TRUE TRUE
M2_mva050 Calc M2 Money Stock 50 Day MA 50 Day MA -1.00 1980-11-03 2020-02-10 TRUE TRUE
OPHNFB_YoY Calc Nonfarm Business Sector: Real Output Per Hour of All Persons Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
OPHNFB_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Nonfarm Business Sector: Real Output Per Hour of All Persons /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
OPHNFB_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Nonfarm Business Sector: Real Output Per Hour of All Persons /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
OPHNFB_SmoothDer Calc Derivative of Smoothed Nonfarm Business Sector: Real Output Per Hour of All Persons /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
OPHNFB_Log Calc Log of Nonfarm Business Sector: Real Output Per Hour of All Persons log() -1.00 1947-01-01 2019-10-01 TRUE TRUE
OPHNFB_mva200 Calc Nonfarm Business Sector: Real Output Per Hour of All Persons 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
OPHNFB_mva050 Calc Nonfarm Business Sector: Real Output Per Hour of All Persons 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
IPMAN_YoY Calc Industrial Production: Manufacturing (NAICS) Year over Year Percent -1.00 1972-01-01 2020-01-01 TRUE TRUE
IPMAN_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Industrial Production: Manufacturing (NAICS) /period -1.00 1972-01-01 2020-01-01 TRUE TRUE
IPMAN_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Industrial Production: Manufacturing (NAICS) /period -1.00 1972-01-01 2020-01-01 FALSE FALSE
IPMAN_SmoothDer Calc Derivative of Smoothed Industrial Production: Manufacturing (NAICS) /period -1.00 1972-01-01 2020-01-01 TRUE TRUE
IPMAN_Log Calc Log of Industrial Production: Manufacturing (NAICS) log() -1.00 1972-01-01 2020-01-01 TRUE FALSE
IPMAN_mva200 Calc Industrial Production: Manufacturing (NAICS) 200 Day MA 200 Day MA -1.00 1972-01-01 2020-01-01 FALSE FALSE
IPMAN_mva050 Calc Industrial Production: Manufacturing (NAICS) 50 Day MA 50 Day MA -1.00 1972-01-01 2020-01-01 FALSE FALSE
RLG.Open_YoY Calc Year over Year Percent -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Open_Log Calc Log of log() -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.High_YoY Calc Year over Year Percent -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.High_Log Calc Log of log() -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Low_YoY Calc Year over Year Percent -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Low_Log Calc Log of log() -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Close_YoY Calc Year over Year Percent -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Close_Log Calc Log of log() -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Volume_YoY Calc Year over Year Percent -1.00 2002-09-30 2020-02-21 NA NA
RLG.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Volume_Log Calc Log of log() -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Adjusted_YoY Calc Year over Year Percent -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Adjusted_Log Calc Log of log() -1.00 2002-09-30 2020-02-21 FALSE FALSE
RLG.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
RLG.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2002-09-30 2020-02-21 TRUE TRUE
IWD.Open_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Open_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.High_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.High_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Low_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Low_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Close_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Close_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Volume_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 TRUE FALSE
IWD.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Volume_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Adjusted_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Adjusted_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWD.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWD.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
GS5_YoY Calc 5-Year Treasury Constant Maturity Rate Year over Year Percent -1.00 1953-04-01 2020-01-01 TRUE TRUE
GS5_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) 5-Year Treasury Constant Maturity Rate /period -1.00 1953-04-01 2020-01-01 TRUE FALSE
GS5_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) 5-Year Treasury Constant Maturity Rate /period -1.00 1953-04-01 2020-01-01 FALSE FALSE
GS5_SmoothDer Calc Derivative of Smoothed 5-Year Treasury Constant Maturity Rate /period -1.00 1953-04-01 2020-01-01 TRUE TRUE
GS5_Log Calc Log of 5-Year Treasury Constant Maturity Rate log() -1.00 1953-04-01 2020-01-01 TRUE FALSE
GS5_mva200 Calc 5-Year Treasury Constant Maturity Rate 200 Day MA 200 Day MA -1.00 1953-04-01 2020-01-01 FALSE FALSE
GS5_mva050 Calc 5-Year Treasury Constant Maturity Rate 50 Day MA 50 Day MA -1.00 1953-04-01 2020-01-01 FALSE FALSE
PSAVERT_YoY Calc Personal Saving Rate Year over Year Percent -1.00 1959-01-01 2019-12-01 TRUE FALSE
PSAVERT_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Personal Saving Rate /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
PSAVERT_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Personal Saving Rate /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
PSAVERT_SmoothDer Calc Derivative of Smoothed Personal Saving Rate /period -1.00 1959-01-01 2019-12-01 TRUE TRUE
PSAVERT_Log Calc Log of Personal Saving Rate log() -1.00 1959-01-01 2019-12-01 TRUE FALSE
PSAVERT_mva200 Calc Personal Saving Rate 200 Day MA 200 Day MA -1.00 1959-01-01 2019-12-01 FALSE FALSE
PSAVERT_mva050 Calc Personal Saving Rate 50 Day MA 50 Day MA -1.00 1959-01-01 2019-12-01 TRUE FALSE
VIXCLS_YoY Calc CBOE Volatility Index Year over Year Percent -1.00 1990-01-02 2020-02-20 FALSE FALSE
VIXCLS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) CBOE Volatility Index /period -1.00 1990-01-02 2020-02-20 TRUE FALSE
VIXCLS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) CBOE Volatility Index /period -1.00 1990-01-02 2020-02-20 FALSE FALSE
VIXCLS_SmoothDer Calc Derivative of Smoothed CBOE Volatility Index /period -1.00 1990-01-02 2020-02-20 FALSE FALSE
VIXCLS_Log Calc Log of CBOE Volatility Index log() -1.00 1990-01-02 2020-02-20 FALSE FALSE
VIXCLS_mva200 Calc CBOE Volatility Index 200 Day MA 200 Day MA -1.00 1990-01-02 2020-02-20 FALSE FALSE
VIXCLS_mva050 Calc CBOE Volatility Index 50 Day MA 50 Day MA -1.00 1990-01-02 2020-02-20 TRUE FALSE
VXX.Open_YoY Calc Year over Year Percent -1.00 2018-01-25 2020-02-21 TRUE FALSE
VXX.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2018-01-25 2020-02-21 TRUE TRUE
VXX.Open_Log Calc Log of log() -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.High_YoY Calc Year over Year Percent -1.00 2018-01-25 2020-02-21 TRUE FALSE
VXX.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2018-01-25 2020-02-21 TRUE TRUE
VXX.High_Log Calc Log of log() -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Low_YoY Calc Year over Year Percent -1.00 2018-01-25 2020-02-21 TRUE FALSE
VXX.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2018-01-25 2020-02-21 TRUE TRUE
VXX.Low_Log Calc Log of log() -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Close_YoY Calc Year over Year Percent -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2018-01-25 2020-02-21 TRUE TRUE
VXX.Close_Log Calc Log of log() -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Volume_YoY Calc Year over Year Percent -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2018-01-25 2020-02-21 TRUE TRUE
VXX.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2018-01-25 2020-02-21 TRUE TRUE
VXX.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2018-01-25 2020-02-21 TRUE TRUE
VXX.Volume_Log Calc Log of log() -1.00 2018-01-25 2020-02-21 TRUE TRUE
VXX.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2018-01-25 2020-02-21 TRUE TRUE
VXX.Adjusted_YoY Calc Year over Year Percent -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2018-01-25 2020-02-21 TRUE TRUE
VXX.Adjusted_Log Calc Log of log() -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
VXX.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2018-01-25 2020-02-21 FALSE FALSE
HOUST1F_YoY Calc Privately Owned Housing Starts: 1-Unit Structures Year over Year Percent -1.00 1959-01-01 2020-01-01 FALSE FALSE
HOUST1F_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Privately Owned Housing Starts: 1-Unit Structures /period -1.00 1959-01-01 2020-01-01 FALSE FALSE
HOUST1F_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Privately Owned Housing Starts: 1-Unit Structures /period -1.00 1959-01-01 2020-01-01 FALSE FALSE
HOUST1F_SmoothDer Calc Derivative of Smoothed Privately Owned Housing Starts: 1-Unit Structures /period -1.00 1959-01-01 2020-01-01 TRUE TRUE
HOUST1F_Log Calc Log of Privately Owned Housing Starts: 1-Unit Structures log() -1.00 1959-01-01 2020-01-01 TRUE FALSE
HOUST1F_mva200 Calc Privately Owned Housing Starts: 1-Unit Structures 200 Day MA 200 Day MA -1.00 1959-01-01 2020-01-01 TRUE TRUE
HOUST1F_mva050 Calc Privately Owned Housing Starts: 1-Unit Structures 50 Day MA 50 Day MA -1.00 1959-01-01 2020-01-01 FALSE FALSE
GFDEBTN_YoY Calc Federal Debt: Total Public Debt Year over Year Percent -1.00 1966-01-01 2019-07-01 TRUE FALSE
GFDEBTN_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt /period -1.00 1966-01-01 2019-07-01 FALSE FALSE
GFDEBTN_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Federal Debt: Total Public Debt /period -1.00 1966-01-01 2019-07-01 FALSE FALSE
GFDEBTN_SmoothDer Calc Derivative of Smoothed Federal Debt: Total Public Debt /period -1.00 1966-01-01 2019-07-01 FALSE FALSE
GFDEBTN_Log Calc Log of Federal Debt: Total Public Debt log() -1.00 1966-01-01 2019-07-01 TRUE TRUE
GFDEBTN_mva200 Calc Federal Debt: Total Public Debt 200 Day MA 200 Day MA -1.00 1966-01-01 2019-07-01 TRUE TRUE
GFDEBTN_mva050 Calc Federal Debt: Total Public Debt 50 Day MA 50 Day MA -1.00 1966-01-01 2019-07-01 TRUE TRUE
HOUST_YoY Calc Housing Starts: Total: New Privately Owned Housing Units Started Year over Year Percent -1.00 1959-01-01 2020-01-01 FALSE FALSE
HOUST_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Housing Starts: Total: New Privately Owned Housing Units Started /period -1.00 1959-01-01 2020-01-01 TRUE TRUE
HOUST_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Housing Starts: Total: New Privately Owned Housing Units Started /period -1.00 1959-01-01 2020-01-01 FALSE FALSE
HOUST_SmoothDer Calc Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started /period -1.00 1959-01-01 2020-01-01 TRUE TRUE
HOUST_Log Calc Log of Housing Starts: Total: New Privately Owned Housing Units Started log() -1.00 1959-01-01 2020-01-01 TRUE FALSE
HOUST_mva200 Calc Housing Starts: Total: New Privately Owned Housing Units Started 200 Day MA 200 Day MA -1.00 1959-01-01 2020-01-01 TRUE TRUE
HOUST_mva050 Calc Housing Starts: Total: New Privately Owned Housing Units Started 50 Day MA 50 Day MA -1.00 1959-01-01 2020-01-01 FALSE FALSE
CSUSHPINSA_YoY Calc S&P/Case-Shiller U.S. National Home Price Index (NSA) Year over Year Percent -1.00 1987-01-01 2019-11-01 FALSE FALSE
CSUSHPINSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) S&P/Case-Shiller U.S. National Home Price Index (NSA) /period -1.00 1987-01-01 2019-11-01 TRUE TRUE
CSUSHPINSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) S&P/Case-Shiller U.S. National Home Price Index (NSA) /period -1.00 1987-01-01 2019-11-01 FALSE FALSE
CSUSHPINSA_SmoothDer Calc Derivative of Smoothed S&P/Case-Shiller U.S. National Home Price Index (NSA) /period -1.00 1987-01-01 2019-11-01 FALSE FALSE
CSUSHPINSA_Log Calc Log of S&P/Case-Shiller U.S. National Home Price Index (NSA) log() -1.00 1987-01-01 2019-11-01 TRUE TRUE
CSUSHPINSA_mva200 Calc S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA 200 Day MA -1.00 1987-01-01 2019-11-01 TRUE TRUE
CSUSHPINSA_mva050 Calc S&P/Case-Shiller U.S. National Home Price Index (NSA) 50 Day MA 50 Day MA -1.00 1987-01-01 2019-11-01 TRUE TRUE
GFDEGDQ188S_YoY Calc Federal Debt: Total Public Debt as Percent of Gross Domestic Product Year over Year Percent -1.00 1966-01-01 2019-07-01 TRUE TRUE
GFDEGDQ188S_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt as Percent of Gross Domestic Product /period -1.00 1966-01-01 2019-07-01 FALSE FALSE
GFDEGDQ188S_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Federal Debt: Total Public Debt as Percent of Gross Domestic Product /period -1.00 1966-01-01 2019-07-01 FALSE FALSE
GFDEGDQ188S_SmoothDer Calc Derivative of Smoothed Federal Debt: Total Public Debt as Percent of Gross Domestic Product /period -1.00 1966-01-01 2019-07-01 FALSE FALSE
GFDEGDQ188S_Log Calc Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product log() -1.00 1966-01-01 2019-07-01 TRUE TRUE
GFDEGDQ188S_mva200 Calc Federal Debt: Total Public Debt as Percent of Gross Domestic Product 200 Day MA 200 Day MA -1.00 1966-01-01 2019-07-01 TRUE TRUE
GFDEGDQ188S_mva050 Calc Federal Debt: Total Public Debt as Percent of Gross Domestic Product 50 Day MA 50 Day MA -1.00 1966-01-01 2019-07-01 TRUE TRUE
FYFSD_YoY Calc Federal Surplus or Deficit Year over Year Percent -1.00 1901-06-30 2019-09-30 FALSE FALSE
FYFSD_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Federal Surplus or Deficit /period -1.00 1901-06-30 2019-09-30 TRUE FALSE
FYFSD_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit /period -1.00 1901-06-30 2019-09-30 TRUE FALSE
FYFSD_SmoothDer Calc Derivative of Smoothed Federal Surplus or Deficit /period -1.00 1901-06-30 2019-09-30 TRUE TRUE
FYFSD_Log Calc Log of Federal Surplus or Deficit log() -1.00 1901-06-30 2019-09-30 TRUE TRUE
FYFSD_mva200 Calc Federal Surplus or Deficit 200 Day MA 200 Day MA -1.00 1901-06-30 2019-09-30 FALSE FALSE
FYFSD_mva050 Calc Federal Surplus or Deficit 50 Day MA 50 Day MA -1.00 1901-06-30 2019-09-30 TRUE FALSE
FYFSGDA188S_YoY Calc Federal Surplus or Deficit [-] as Percent of Gross Domestic Product Year over Year Percent -1.00 1929-01-01 2019-01-01 TRUE FALSE
FYFSGDA188S_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product /period -1.00 1929-01-01 2019-01-01 FALSE FALSE
FYFSGDA188S_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Federal Surplus or Deficit [-] as Percent of Gross Domestic Product /period -1.00 1929-01-01 2019-01-01 TRUE TRUE
FYFSGDA188S_SmoothDer Calc Derivative of Smoothed Federal Surplus or Deficit [-] as Percent of Gross Domestic Product /period -1.00 1929-01-01 2019-01-01 FALSE FALSE
FYFSGDA188S_Log Calc Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product log() -1.00 1929-01-01 2019-01-01 TRUE TRUE
FYFSGDA188S_mva200 Calc Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA 200 Day MA -1.00 1929-01-01 2019-01-01 TRUE TRUE
FYFSGDA188S_mva050 Calc Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA 50 Day MA -1.00 1929-01-01 2019-01-01 TRUE TRUE
GOLDAMGBD228NLBM_YoY Calc Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market Year over Year Percent -1.00 1968-04-01 2020-02-21 FALSE FALSE
GOLDAMGBD228NLBM_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market /period -1.00 1968-04-01 2020-02-21 TRUE TRUE
GOLDAMGBD228NLBM_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market /period -1.00 1968-04-01 2020-02-21 TRUE TRUE
GOLDAMGBD228NLBM_SmoothDer Calc Derivative of Smoothed Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market /period -1.00 1968-04-01 2020-02-21 FALSE FALSE
GOLDAMGBD228NLBM_Log Calc Log of Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market log() -1.00 1968-04-01 2020-02-21 TRUE TRUE
GOLDAMGBD228NLBM_mva200 Calc Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market 200 Day MA 200 Day MA -1.00 1968-04-01 2020-02-21 TRUE TRUE
GOLDAMGBD228NLBM_mva050 Calc Gold Fixing Price 10:30 A.M. (London time) in London Bullion Market 50 Day MA 50 Day MA -1.00 1968-04-01 2020-02-21 TRUE TRUE
WALCL_YoY Calc All Federal Reserve Banks: Total Assets Year over Year Percent -1.00 2002-12-18 2020-02-19 TRUE TRUE
WALCL_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All Federal Reserve Banks: Total Assets /period -1.00 2002-12-18 2020-02-19 TRUE TRUE
WALCL_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All Federal Reserve Banks: Total Assets /period -1.00 2002-12-18 2020-02-19 FALSE FALSE
WALCL_SmoothDer Calc Derivative of Smoothed All Federal Reserve Banks: Total Assets /period -1.00 2002-12-18 2020-02-19 TRUE TRUE
WALCL_Log Calc Log of All Federal Reserve Banks: Total Assets log() -1.00 2002-12-18 2020-02-19 FALSE FALSE
WALCL_mva200 Calc All Federal Reserve Banks: Total Assets 200 Day MA 200 Day MA -1.00 2002-12-18 2020-02-19 TRUE TRUE
WALCL_mva050 Calc All Federal Reserve Banks: Total Assets 50 Day MA 50 Day MA -1.00 2002-12-18 2020-02-19 TRUE TRUE
OUTMS_YoY Calc Manufacturing Sector: Real Output Year over Year Percent -1.00 1987-01-01 2019-10-01 TRUE TRUE
OUTMS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Manufacturing Sector: Real Output /period -1.00 1987-01-01 2019-10-01 TRUE FALSE
OUTMS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Manufacturing Sector: Real Output /period -1.00 1987-01-01 2019-10-01 FALSE FALSE
OUTMS_SmoothDer Calc Derivative of Smoothed Manufacturing Sector: Real Output /period -1.00 1987-01-01 2019-10-01 FALSE FALSE
OUTMS_Log Calc Log of Manufacturing Sector: Real Output log() -1.00 1987-01-01 2019-10-01 TRUE FALSE
OUTMS_mva200 Calc Manufacturing Sector: Real Output 200 Day MA 200 Day MA -1.00 1987-01-01 2019-10-01 FALSE FALSE
OUTMS_mva050 Calc Manufacturing Sector: Real Output 50 Day MA 50 Day MA -1.00 1987-01-01 2019-10-01 TRUE FALSE
MANEMP_YoY Calc All Employees: Manufacturing Year over Year Percent -1.00 1939-01-01 2020-01-01 TRUE FALSE
MANEMP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All Employees: Manufacturing /period -1.00 1939-01-01 2020-01-01 FALSE FALSE
MANEMP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All Employees: Manufacturing /period -1.00 1939-01-01 2020-01-01 FALSE FALSE
MANEMP_SmoothDer Calc Derivative of Smoothed All Employees: Manufacturing /period -1.00 1939-01-01 2020-01-01 TRUE TRUE
MANEMP_Log Calc Log of All Employees: Manufacturing log() -1.00 1939-01-01 2020-01-01 TRUE FALSE
MANEMP_mva200 Calc All Employees: Manufacturing 200 Day MA 200 Day MA -1.00 1939-01-01 2020-01-01 TRUE TRUE
MANEMP_mva050 Calc All Employees: Manufacturing 50 Day MA 50 Day MA -1.00 1939-01-01 2020-01-01 FALSE FALSE
PRS30006163_YoY Calc Manufacturing Sector: Real Output Per Person Year over Year Percent -1.00 1987-01-01 2019-10-01 TRUE TRUE
PRS30006163_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Manufacturing Sector: Real Output Per Person /period -1.00 1987-01-01 2019-10-01 TRUE FALSE
PRS30006163_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Manufacturing Sector: Real Output Per Person /period -1.00 1987-01-01 2019-10-01 FALSE FALSE
PRS30006163_SmoothDer Calc Derivative of Smoothed Manufacturing Sector: Real Output Per Person /period -1.00 1987-01-01 2019-10-01 TRUE TRUE
PRS30006163_Log Calc Log of Manufacturing Sector: Real Output Per Person log() -1.00 1987-01-01 2019-10-01 TRUE FALSE
PRS30006163_mva200 Calc Manufacturing Sector: Real Output Per Person 200 Day MA 200 Day MA -1.00 1987-01-01 2019-10-01 FALSE FALSE
PRS30006163_mva050 Calc Manufacturing Sector: Real Output Per Person 50 Day MA 50 Day MA -1.00 1987-01-01 2019-10-01 TRUE FALSE
BAMLC0A3CA_YoY Calc ICE BofAML US Corporate A Option-Adjusted Spread Year over Year Percent -1.00 1996-12-31 2020-02-20 FALSE FALSE
BAMLC0A3CA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) ICE BofAML US Corporate A Option-Adjusted Spread /period -1.00 1996-12-31 2020-02-20 FALSE FALSE
BAMLC0A3CA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) ICE BofAML US Corporate A Option-Adjusted Spread /period -1.00 1996-12-31 2020-02-20 FALSE FALSE
BAMLC0A3CA_SmoothDer Calc Derivative of Smoothed ICE BofAML US Corporate A Option-Adjusted Spread /period -1.00 1996-12-31 2020-02-20 TRUE FALSE
BAMLC0A3CA_Log Calc Log of ICE BofAML US Corporate A Option-Adjusted Spread log() -1.00 1996-12-31 2020-02-20 FALSE FALSE
BAMLC0A3CA_mva200 Calc ICE BofAML US Corporate A Option-Adjusted Spread 200 Day MA 200 Day MA -1.00 1996-12-31 2020-02-20 FALSE FALSE
BAMLC0A3CA_mva050 Calc ICE BofAML US Corporate A Option-Adjusted Spread 50 Day MA 50 Day MA -1.00 1996-12-31 2020-02-20 TRUE FALSE
AAA_YoY Calc Moody’s Seasoned Aaa Corporate Bond Yield Year over Year Percent -1.00 1919-01-01 2020-01-01 TRUE TRUE
AAA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Moody’s Seasoned Aaa Corporate Bond Yield /period -1.00 1919-01-01 2020-01-01 TRUE FALSE
AAA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Moody’s Seasoned Aaa Corporate Bond Yield /period -1.00 1919-01-01 2020-01-01 FALSE FALSE
AAA_SmoothDer Calc Derivative of Smoothed Moody’s Seasoned Aaa Corporate Bond Yield /period -1.00 1919-01-01 2020-01-01 TRUE TRUE
AAA_Log Calc Log of Moody’s Seasoned Aaa Corporate Bond Yield log() -1.00 1919-01-01 2020-01-01 TRUE FALSE
AAA_mva200 Calc Moody’s Seasoned Aaa Corporate Bond Yield 200 Day MA 200 Day MA -1.00 1919-01-01 2020-01-01 FALSE FALSE
AAA_mva050 Calc Moody’s Seasoned Aaa Corporate Bond Yield 50 Day MA 50 Day MA -1.00 1919-01-01 2020-01-01 FALSE FALSE
SOFR_YoY Calc Secured Overnight Financing Rate Year over Year Percent -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate /period -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR_SmoothDer Calc Derivative of Smoothed Secured Overnight Financing Rate /period -1.00 2018-04-03 2020-02-20 TRUE TRUE
SOFR_Log Calc Log of Secured Overnight Financing Rate log() -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR_mva200 Calc Secured Overnight Financing Rate 200 Day MA 200 Day MA -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR_mva050 Calc Secured Overnight Financing Rate 50 Day MA 50 Day MA -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFRVOL_YoY Calc Secured Overnight Financing Volume Year over Year Percent -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFRVOL_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume /period -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFRVOL_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Volume /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFRVOL_SmoothDer Calc Derivative of Smoothed Secured Overnight Financing Volume /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFRVOL_Log Calc Log of Secured Overnight Financing Volume log() -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFRVOL_mva200 Calc Secured Overnight Financing Volume 200 Day MA 200 Day MA -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFRVOL_mva050 Calc Secured Overnight Financing Volume 50 Day MA 50 Day MA -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR99_YoY Calc Secured Overnight Financing Rate: 99th Percentile Year over Year Percent -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 99th Percentile /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate: 99th Percentile /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99_SmoothDer Calc Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile /period -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR99_Log Calc Log of Secured Overnight Financing Rate: 99th Percentile log() -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99_mva200 Calc Secured Overnight Financing Rate: 99th Percentile 200 Day MA 200 Day MA -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99_mva050 Calc Secured Overnight Financing Rate: 99th Percentile 50 Day MA 50 Day MA -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR75_YoY Calc Secured Overnight Financing Rate: 75th Percentile Year over Year Percent -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR75_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 75th Percentile /period -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR75_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate: 75th Percentile /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR75_SmoothDer Calc Derivative of Smoothed Secured Overnight Financing Rate: 75th Percentile /period -1.00 2018-04-03 2020-02-20 TRUE TRUE
SOFR75_Log Calc Log of Secured Overnight Financing Rate: 75th Percentile log() -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR75_mva200 Calc Secured Overnight Financing Rate: 75th Percentile 200 Day MA 200 Day MA -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR75_mva050 Calc Secured Overnight Financing Rate: 75th Percentile 50 Day MA 50 Day MA -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR25_YoY Calc Secured Overnight Financing Rate: 25th Percentile Year over Year Percent -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR25_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 25th Percentile /period -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR25_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate: 25th Percentile /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR25_SmoothDer Calc Derivative of Smoothed Secured Overnight Financing Rate: 25th Percentile /period -1.00 2018-04-03 2020-02-20 TRUE TRUE
SOFR25_Log Calc Log of Secured Overnight Financing Rate: 25th Percentile log() -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR25_mva200 Calc Secured Overnight Financing Rate: 25th Percentile 200 Day MA 200 Day MA -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR25_mva050 Calc Secured Overnight Financing Rate: 25th Percentile 50 Day MA 50 Day MA -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR1_YoY Calc Secured Overnight Financing Rate: 1st Percentile Year over Year Percent -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR1_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 1st Percentile /period -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR1_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate: 1st Percentile /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR1_SmoothDer Calc Derivative of Smoothed Secured Overnight Financing Rate: 1st Percentile /period -1.00 2018-04-03 2020-02-20 TRUE TRUE
SOFR1_Log Calc Log of Secured Overnight Financing Rate: 1st Percentile log() -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR1_mva200 Calc Secured Overnight Financing Rate: 1st Percentile 200 Day MA 200 Day MA -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR1_mva050 Calc Secured Overnight Financing Rate: 1st Percentile 50 Day MA 50 Day MA -1.00 2018-04-03 2020-02-20 TRUE FALSE
OBFR_YoY Calc Overnight Bank Funding Rate Year over Year Percent -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate /period -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate /period -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR_SmoothDer Calc Derivative of Smoothed Overnight Bank Funding Rate /period -1.00 2016-03-01 2020-02-20 TRUE TRUE
OBFR_Log Calc Log of Overnight Bank Funding Rate log() -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR_mva200 Calc Overnight Bank Funding Rate 200 Day MA 200 Day MA -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR_mva050 Calc Overnight Bank Funding Rate 50 Day MA 50 Day MA -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR99_YoY Calc Overnight Bank Funding Rate: 99th Percentile Year over Year Percent -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR99_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 99th Percentile /period -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR99_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 99th Percentile /period -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR99_SmoothDer Calc Derivative of Smoothed Overnight Bank Funding Rate: 99th Percentile /period -1.00 2016-03-01 2020-02-20 TRUE TRUE
OBFR99_Log Calc Log of Overnight Bank Funding Rate: 99th Percentile log() -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR99_mva200 Calc Overnight Bank Funding Rate: 99th Percentile 200 Day MA 200 Day MA -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR99_mva050 Calc Overnight Bank Funding Rate: 99th Percentile 50 Day MA 50 Day MA -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR75_YoY Calc Overnight Bank Funding Rate: 75th Percentile Year over Year Percent -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR75_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 75th Percentile /period -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR75_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 75th Percentile /period -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR75_SmoothDer Calc Derivative of Smoothed Overnight Bank Funding Rate: 75th Percentile /period -1.00 2016-03-01 2020-02-20 TRUE TRUE
OBFR75_Log Calc Log of Overnight Bank Funding Rate: 75th Percentile log() -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR75_mva200 Calc Overnight Bank Funding Rate: 75th Percentile 200 Day MA 200 Day MA -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR75_mva050 Calc Overnight Bank Funding Rate: 75th Percentile 50 Day MA 50 Day MA -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR25_YoY Calc Overnight Bank Funding Rate: 25th Percentile Year over Year Percent -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR25_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 25th Percentile /period -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR25_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 25th Percentile /period -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR25_SmoothDer Calc Derivative of Smoothed Overnight Bank Funding Rate: 25th Percentile /period -1.00 2016-03-01 2020-02-20 TRUE TRUE
OBFR25_Log Calc Log of Overnight Bank Funding Rate: 25th Percentile log() -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR25_mva200 Calc Overnight Bank Funding Rate: 25th Percentile 200 Day MA 200 Day MA -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR25_mva050 Calc Overnight Bank Funding Rate: 25th Percentile 50 Day MA 50 Day MA -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR1_YoY Calc Overnight Bank Funding Rate: 1st Percentile Year over Year Percent -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR1_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Overnight Bank Funding Rate: 1st Percentile /period -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR1_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Overnight Bank Funding Rate: 1st Percentile /period -1.00 2016-03-01 2020-02-20 TRUE FALSE
OBFR1_SmoothDer Calc Derivative of Smoothed Overnight Bank Funding Rate: 1st Percentile /period -1.00 2016-03-01 2020-02-20 TRUE TRUE
OBFR1_Log Calc Log of Overnight Bank Funding Rate: 1st Percentile log() -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR1_mva200 Calc Overnight Bank Funding Rate: 1st Percentile 200 Day MA 200 Day MA -1.00 2016-03-01 2020-02-20 FALSE FALSE
OBFR1_mva050 Calc Overnight Bank Funding Rate: 1st Percentile 50 Day MA 50 Day MA -1.00 2016-03-01 2020-02-20 TRUE FALSE
RPONTSYD_YoY Calc Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations Year over Year Percent -1.00 2000-07-07 2020-02-21 FALSE FALSE
RPONTSYD_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations /period -1.00 2000-07-07 2020-02-21 FALSE FALSE
RPONTSYD_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations /period -1.00 2000-07-07 2020-02-21 FALSE FALSE
RPONTSYD_SmoothDer Calc Derivative of Smoothed Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations /period -1.00 2000-07-07 2020-02-21 FALSE FALSE
RPONTSYD_Log Calc Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations log() -1.00 2000-07-07 2020-02-21 TRUE TRUE
RPONTSYD_mva200 Calc Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 200 Day MA 200 Day MA -1.00 2000-07-07 2020-02-21 FALSE FALSE
RPONTSYD_mva050 Calc Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations 50 Day MA 50 Day MA -1.00 2000-07-07 2020-02-21 FALSE FALSE
IOER_YoY Calc Interest Rate on Excess Reserves Year over Year Percent -1.00 2008-10-09 2020-02-24 TRUE FALSE
IOER_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Interest Rate on Excess Reserves /period -1.00 2008-10-09 2020-02-24 TRUE FALSE
IOER_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Interest Rate on Excess Reserves /period -1.00 2008-10-09 2020-02-24 FALSE FALSE
IOER_SmoothDer Calc Derivative of Smoothed Interest Rate on Excess Reserves /period -1.00 2008-10-09 2020-02-24 TRUE TRUE
IOER_Log Calc Log of Interest Rate on Excess Reserves log() -1.00 2008-10-09 2020-02-24 TRUE FALSE
IOER_mva200 Calc Interest Rate on Excess Reserves 200 Day MA 200 Day MA -1.00 2008-10-09 2020-02-24 FALSE FALSE
IOER_mva050 Calc Interest Rate on Excess Reserves 50 Day MA 50 Day MA -1.00 2008-10-09 2020-02-24 TRUE FALSE
WRESBAL_YoY Calc Reserve Balances with Federal Reserve Banks Year over Year Percent -1.00 1984-01-04 2020-02-19 FALSE FALSE
WRESBAL_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks /period -1.00 1984-01-04 2020-02-19 TRUE TRUE
WRESBAL_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Reserve Balances with Federal Reserve Banks /period -1.00 1984-01-04 2020-02-19 FALSE FALSE
WRESBAL_SmoothDer Calc Derivative of Smoothed Reserve Balances with Federal Reserve Banks /period -1.00 1984-01-04 2020-02-19 TRUE TRUE
WRESBAL_Log Calc Log of Reserve Balances with Federal Reserve Banks log() -1.00 1984-01-04 2020-02-19 FALSE FALSE
WRESBAL_mva200 Calc Reserve Balances with Federal Reserve Banks 200 Day MA 200 Day MA -1.00 1984-01-04 2020-02-19 TRUE FALSE
WRESBAL_mva050 Calc Reserve Balances with Federal Reserve Banks 50 Day MA 50 Day MA -1.00 1984-01-04 2020-02-19 TRUE TRUE
EXCSRESNW_YoY Calc Excess Reserves of Depository Institutions Year over Year Percent -1.00 1984-02-08 2020-02-12 TRUE TRUE
EXCSRESNW_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Excess Reserves of Depository Institutions /period -1.00 1984-02-08 2020-02-12 TRUE TRUE
EXCSRESNW_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Excess Reserves of Depository Institutions /period -1.00 1984-02-08 2020-02-12 FALSE FALSE
EXCSRESNW_SmoothDer Calc Derivative of Smoothed Excess Reserves of Depository Institutions /period -1.00 1984-02-08 2020-02-12 TRUE TRUE
EXCSRESNW_Log Calc Log of Excess Reserves of Depository Institutions log() -1.00 1984-02-08 2020-02-12 TRUE FALSE
EXCSRESNW_mva200 Calc Excess Reserves of Depository Institutions 200 Day MA 200 Day MA -1.00 1984-02-08 2020-02-12 TRUE FALSE
EXCSRESNW_mva050 Calc Excess Reserves of Depository Institutions 50 Day MA 50 Day MA -1.00 1984-02-08 2020-02-12 TRUE TRUE
ECBASSETS_YoY Calc Central Bank Assets for Euro Area (11-19 Countries) Year over Year Percent -1.00 1998-12-01 2020-01-01 FALSE FALSE
ECBASSETS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Central Bank Assets for Euro Area (11-19 Countries) /period -1.00 1998-12-01 2020-01-01 FALSE FALSE
ECBASSETS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Central Bank Assets for Euro Area (11-19 Countries) /period -1.00 1998-12-01 2020-01-01 FALSE FALSE
ECBASSETS_SmoothDer Calc Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) /period -1.00 1998-12-01 2020-01-01 TRUE TRUE
ECBASSETS_Log Calc Log of Central Bank Assets for Euro Area (11-19 Countries) log() -1.00 1998-12-01 2020-01-01 TRUE FALSE
ECBASSETS_mva200 Calc Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA 200 Day MA -1.00 1998-12-01 2020-01-01 FALSE FALSE
ECBASSETS_mva050 Calc Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA 50 Day MA -1.00 1998-12-01 2020-01-01 FALSE FALSE
EUNNGDP_YoY Calc Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) Year over Year Percent -1.00 1995-01-01 2019-07-01 FALSE FALSE
EUNNGDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) /period -1.00 1995-01-01 2019-07-01 TRUE FALSE
EUNNGDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) /period -1.00 1995-01-01 2019-07-01 FALSE FALSE
EUNNGDP_SmoothDer Calc Derivative of Smoothed Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) /period -1.00 1995-01-01 2019-07-01 FALSE FALSE
EUNNGDP_Log Calc Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) log() -1.00 1995-01-01 2019-07-01 TRUE TRUE
EUNNGDP_mva200 Calc Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA 200 Day MA -1.00 1995-01-01 2019-07-01 TRUE TRUE
EUNNGDP_mva050 Calc Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA 50 Day MA -1.00 1995-01-01 2019-07-01 TRUE TRUE
CEU0600000007_YoY Calc Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing Year over Year Percent -1.00 1947-01-01 2020-01-01 FALSE FALSE
CEU0600000007_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
CEU0600000007_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
CEU0600000007_SmoothDer Calc Derivative of Smoothed Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
CEU0600000007_Log Calc Log of Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing log() -1.00 1947-01-01 2020-01-01 TRUE FALSE
CEU0600000007_mva200 Calc Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 200 Day MA 200 Day MA -1.00 1947-01-01 2020-01-01 FALSE FALSE
CEU0600000007_mva050 Calc Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 50 Day MA 50 Day MA -1.00 1947-01-01 2020-01-01 FALSE FALSE
USD1MTD156N_YoY Calc 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar Year over Year Percent -1.00 1986-01-02 2020-02-14 FALSE FALSE
USD1MTD156N_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar /period -1.00 1986-01-02 2020-02-14 TRUE FALSE
USD1MTD156N_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar /period -1.00 1986-01-02 2020-02-14 FALSE FALSE
USD1MTD156N_SmoothDer Calc Derivative of Smoothed 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar /period -1.00 1986-01-02 2020-02-14 TRUE TRUE
USD1MTD156N_Log Calc Log of 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar log() -1.00 1986-01-02 2020-02-14 FALSE FALSE
USD1MTD156N_mva200 Calc 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar 200 Day MA 200 Day MA -1.00 1986-01-02 2020-02-14 FALSE FALSE
USD1MTD156N_mva050 Calc 1-Month London Interbank Offered Rate (LIBOR), based on U.S. Dollar 50 Day MA 50 Day MA -1.00 1986-01-02 2020-02-14 FALSE FALSE
CURRENCY_YoY Calc Currency Component of M1 (Seasonally Adjusted) Year over Year Percent -1.00 1975-01-06 2020-02-10 TRUE FALSE
CURRENCY_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1 (Seasonally Adjusted) /period -1.00 1975-01-06 2020-02-10 TRUE TRUE
CURRENCY_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Currency Component of M1 (Seasonally Adjusted) /period -1.00 1975-01-06 2020-02-10 FALSE FALSE
CURRENCY_SmoothDer Calc Derivative of Smoothed Currency Component of M1 (Seasonally Adjusted) /period -1.00 1975-01-06 2020-02-10 FALSE FALSE
CURRENCY_Log Calc Log of Currency Component of M1 (Seasonally Adjusted) log() -1.00 1975-01-06 2020-02-10 FALSE FALSE
CURRENCY_mva200 Calc Currency Component of M1 (Seasonally Adjusted) 200 Day MA 200 Day MA -1.00 1975-01-06 2020-02-10 TRUE TRUE
CURRENCY_mva050 Calc Currency Component of M1 (Seasonally Adjusted) 50 Day MA 50 Day MA -1.00 1975-01-06 2020-02-10 TRUE TRUE
WCURRNS_YoY Calc Currency Component of M1 Year over Year Percent -1.00 1975-01-06 2020-02-10 FALSE FALSE
WCURRNS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Currency Component of M1 /period -1.00 1975-01-06 2020-02-10 TRUE TRUE
WCURRNS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Currency Component of M1 /period -1.00 1975-01-06 2020-02-10 FALSE FALSE
WCURRNS_SmoothDer Calc Derivative of Smoothed Currency Component of M1 /period -1.00 1975-01-06 2020-02-10 FALSE FALSE
WCURRNS_Log Calc Log of Currency Component of M1 log() -1.00 1975-01-06 2020-02-10 TRUE FALSE
WCURRNS_mva200 Calc Currency Component of M1 200 Day MA 200 Day MA -1.00 1975-01-06 2020-02-10 TRUE TRUE
WCURRNS_mva050 Calc Currency Component of M1 50 Day MA 50 Day MA -1.00 1975-01-06 2020-02-10 FALSE FALSE
PRS88003193_YoY Calc Nonfinancial Corporations Sector: Unit Profits Year over Year Percent -1.00 1947-01-01 2019-07-01 FALSE FALSE
PRS88003193_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial Corporations Sector: Unit Profits /period -1.00 1947-01-01 2019-07-01 TRUE TRUE
PRS88003193_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Nonfinancial Corporations Sector: Unit Profits /period -1.00 1947-01-01 2019-07-01 FALSE FALSE
PRS88003193_SmoothDer Calc Derivative of Smoothed Nonfinancial Corporations Sector: Unit Profits /period -1.00 1947-01-01 2019-07-01 FALSE FALSE
PRS88003193_Log Calc Log of Nonfinancial Corporations Sector: Unit Profits log() -1.00 1947-01-01 2019-07-01 TRUE TRUE
PRS88003193_mva200 Calc Nonfinancial Corporations Sector: Unit Profits 200 Day MA 200 Day MA -1.00 1947-01-01 2019-07-01 TRUE FALSE
PRS88003193_mva050 Calc Nonfinancial Corporations Sector: Unit Profits 50 Day MA 50 Day MA -1.00 1947-01-01 2019-07-01 TRUE TRUE
PPIACO_YoY Calc Producer Price Index for All Commodities Year over Year Percent -1.00 1913-01-01 2020-01-01 FALSE FALSE
PPIACO_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Producer Price Index for All Commodities /period -1.00 1913-01-01 2020-01-01 TRUE TRUE
PPIACO_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Producer Price Index for All Commodities /period -1.00 1913-01-01 2020-01-01 FALSE FALSE
PPIACO_SmoothDer Calc Derivative of Smoothed Producer Price Index for All Commodities /period -1.00 1913-01-01 2020-01-01 TRUE TRUE
PPIACO_Log Calc Log of Producer Price Index for All Commodities log() -1.00 1913-01-01 2020-01-01 TRUE TRUE
PPIACO_mva200 Calc Producer Price Index for All Commodities 200 Day MA 200 Day MA -1.00 1913-01-01 2020-01-01 FALSE FALSE
PPIACO_mva050 Calc Producer Price Index for All Commodities 50 Day MA 50 Day MA -1.00 1913-01-01 2020-01-01 TRUE TRUE
PCUOMFGOMFG_YoY Calc Producer Price Index by Industry: Total Manufacturing Industries Year over Year Percent -1.00 1984-12-01 2020-01-01 FALSE FALSE
PCUOMFGOMFG_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Producer Price Index by Industry: Total Manufacturing Industries /period -1.00 1984-12-01 2020-01-01 TRUE TRUE
PCUOMFGOMFG_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Producer Price Index by Industry: Total Manufacturing Industries /period -1.00 1984-12-01 2020-01-01 FALSE FALSE
PCUOMFGOMFG_SmoothDer Calc Derivative of Smoothed Producer Price Index by Industry: Total Manufacturing Industries /period -1.00 1984-12-01 2020-01-01 FALSE FALSE
PCUOMFGOMFG_Log Calc Log of Producer Price Index by Industry: Total Manufacturing Industries log() -1.00 1984-12-01 2020-01-01 TRUE TRUE
PCUOMFGOMFG_mva200 Calc Producer Price Index by Industry: Total Manufacturing Industries 200 Day MA 200 Day MA -1.00 1984-12-01 2020-01-01 TRUE FALSE
PCUOMFGOMFG_mva050 Calc Producer Price Index by Industry: Total Manufacturing Industries 50 Day MA 50 Day MA -1.00 1984-12-01 2020-01-01 TRUE TRUE
POPTHM_YoY Calc Population (U.S.) Year over Year Percent -1.00 1959-01-01 2019-12-01 FALSE FALSE
POPTHM_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.) /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
POPTHM_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Population (U.S.) /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
POPTHM_SmoothDer Calc Derivative of Smoothed Population (U.S.) /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
POPTHM_Log Calc Log of Population (U.S.) log() -1.00 1959-01-01 2019-12-01 TRUE TRUE
POPTHM_mva200 Calc Population (U.S.) 200 Day MA 200 Day MA -1.00 1959-01-01 2019-12-01 TRUE TRUE
POPTHM_mva050 Calc Population (U.S.) 50 Day MA 50 Day MA -1.00 1959-01-01 2019-12-01 TRUE TRUE
LNU03000000_YoY Calc Unemployment Level (NSA) Year over Year Percent -1.00 1948-01-01 2020-01-01 TRUE TRUE
LNU03000000_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level (NSA) /period -1.00 1948-01-01 2020-01-01 TRUE TRUE
LNU03000000_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Unemployment Level (NSA) /period -1.00 1948-01-01 2020-01-01 FALSE FALSE
LNU03000000_SmoothDer Calc Derivative of Smoothed Unemployment Level (NSA) /period -1.00 1948-01-01 2020-01-01 TRUE TRUE
LNU03000000_Log Calc Log of Unemployment Level (NSA) log() -1.00 1948-01-01 2020-01-01 TRUE TRUE
LNU03000000_mva200 Calc Unemployment Level (NSA) 200 Day MA 200 Day MA -1.00 1948-01-01 2020-01-01 TRUE FALSE
LNU03000000_mva050 Calc Unemployment Level (NSA) 50 Day MA 50 Day MA -1.00 1948-01-01 2020-01-01 TRUE TRUE
UNEMPLOY_YoY Calc Unemployment Level, seasonally adjusted Year over Year Percent -1.00 1948-01-01 2020-01-01 FALSE FALSE
UNEMPLOY_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Unemployment Level, seasonally adjusted /period -1.00 1948-01-01 2020-01-01 TRUE TRUE
UNEMPLOY_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Unemployment Level, seasonally adjusted /period -1.00 1948-01-01 2020-01-01 FALSE FALSE
UNEMPLOY_SmoothDer Calc Derivative of Smoothed Unemployment Level, seasonally adjusted /period -1.00 1948-01-01 2020-01-01 TRUE TRUE
UNEMPLOY_Log Calc Log of Unemployment Level, seasonally adjusted log() -1.00 1948-01-01 2020-01-01 TRUE TRUE
UNEMPLOY_mva200 Calc Unemployment Level, seasonally adjusted 200 Day MA 200 Day MA -1.00 1948-01-01 2020-01-01 FALSE FALSE
UNEMPLOY_mva050 Calc Unemployment Level, seasonally adjusted 50 Day MA 50 Day MA -1.00 1948-01-01 2020-01-01 TRUE FALSE
RSAFS_YoY Calc Advance Retail Sales: Retail and Food Services Year over Year Percent -1.00 1992-01-01 2020-01-01 FALSE FALSE
RSAFS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Advance Retail Sales: Retail and Food Services /period -1.00 1992-01-01 2020-01-01 TRUE TRUE
RSAFS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Advance Retail Sales: Retail and Food Services /period -1.00 1992-01-01 2020-01-01 FALSE FALSE
RSAFS_SmoothDer Calc Derivative of Smoothed Advance Retail Sales: Retail and Food Services /period -1.00 1992-01-01 2020-01-01 FALSE FALSE
RSAFS_Log Calc Log of Advance Retail Sales: Retail and Food Services log() -1.00 1992-01-01 2020-01-01 TRUE TRUE
RSAFS_mva200 Calc Advance Retail Sales: Retail and Food Services 200 Day MA 200 Day MA -1.00 1992-01-01 2020-01-01 TRUE TRUE
RSAFS_mva050 Calc Advance Retail Sales: Retail and Food Services 50 Day MA 50 Day MA -1.00 1992-01-01 2020-01-01 TRUE TRUE
FRGSHPUSM649NCIS_YoY Calc Cass Freight Index: Shipments Year over Year Percent -1.00 1990-01-01 2020-01-01 FALSE FALSE
FRGSHPUSM649NCIS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Cass Freight Index: Shipments /period -1.00 1990-01-01 2020-01-01 FALSE FALSE
FRGSHPUSM649NCIS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Cass Freight Index: Shipments /period -1.00 1990-01-01 2020-01-01 FALSE FALSE
FRGSHPUSM649NCIS_SmoothDer Calc Derivative of Smoothed Cass Freight Index: Shipments /period -1.00 1990-01-01 2020-01-01 FALSE FALSE
FRGSHPUSM649NCIS_Log Calc Log of Cass Freight Index: Shipments log() -1.00 1990-01-01 2020-01-01 TRUE FALSE
FRGSHPUSM649NCIS_mva200 Calc Cass Freight Index: Shipments 200 Day MA 200 Day MA -1.00 1990-01-01 2020-01-01 FALSE FALSE
FRGSHPUSM649NCIS_mva050 Calc Cass Freight Index: Shipments 50 Day MA 50 Day MA -1.00 1990-01-01 2020-01-01 FALSE FALSE
TERMCBPER24NS_YoY Calc Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan Year over Year Percent -1.00 1972-02-01 2019-11-01 FALSE FALSE
TERMCBPER24NS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan /period -1.00 1972-02-01 2019-11-01 TRUE TRUE
TERMCBPER24NS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan /period -1.00 1972-02-01 2019-11-01 FALSE FALSE
TERMCBPER24NS_SmoothDer Calc Derivative of Smoothed Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan /period -1.00 1972-02-01 2019-11-01 TRUE TRUE
TERMCBPER24NS_Log Calc Log of Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan log() -1.00 1972-02-01 2019-11-01 TRUE TRUE
TERMCBPER24NS_mva200 Calc Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 200 Day MA 200 Day MA -1.00 1972-02-01 2019-11-01 TRUE FALSE
TERMCBPER24NS_mva050 Calc Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 50 Day MA 50 Day MA -1.00 1972-02-01 2019-11-01 TRUE TRUE
A065RC1A027NBEA_YoY Calc Personal income (NSA) Year over Year Percent -1.00 1929-01-01 2019-01-01 TRUE FALSE
A065RC1A027NBEA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Personal income (NSA) /period -1.00 1929-01-01 2019-01-01 FALSE FALSE
A065RC1A027NBEA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Personal income (NSA) /period -1.00 1929-01-01 2019-01-01 FALSE FALSE
A065RC1A027NBEA_SmoothDer Calc Derivative of Smoothed Personal income (NSA) /period -1.00 1929-01-01 2019-01-01 TRUE TRUE
A065RC1A027NBEA_Log Calc Log of Personal income (NSA) log() -1.00 1929-01-01 2019-01-01 TRUE TRUE
A065RC1A027NBEA_mva200 Calc Personal income (NSA) 200 Day MA 200 Day MA -1.00 1929-01-01 2019-01-01 TRUE TRUE
A065RC1A027NBEA_mva050 Calc Personal income (NSA) 50 Day MA 50 Day MA -1.00 1929-01-01 2019-01-01 TRUE TRUE
PI_YoY Calc Personal income (SA) Year over Year Percent -1.00 1959-01-01 2019-12-01 FALSE FALSE
PI_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Personal income (SA) /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
PI_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Personal income (SA) /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
PI_SmoothDer Calc Derivative of Smoothed Personal income (SA) /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
PI_Log Calc Log of Personal income (SA) log() -1.00 1959-01-01 2019-12-01 TRUE TRUE
PI_mva200 Calc Personal income (SA) 200 Day MA 200 Day MA -1.00 1959-01-01 2019-12-01 TRUE TRUE
PI_mva050 Calc Personal income (SA) 50 Day MA 50 Day MA -1.00 1959-01-01 2019-12-01 TRUE TRUE
SPY.Open_YoY Calc Year over Year Percent -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Open_Log Calc Log of log() -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.High_YoY Calc Year over Year Percent -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.High_SmoothDer Calc Derivative of Smoothed /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.High_Log Calc Log of log() -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.High_mva200 Calc 200 Day MA 200 Day MA -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.High_mva050 Calc 50 Day MA 50 Day MA -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Low_YoY Calc Year over Year Percent -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Low_Log Calc Log of log() -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Close_YoY Calc Year over Year Percent -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Close_Log Calc Log of log() -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Volume_YoY Calc Year over Year Percent -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Volume_Log Calc Log of log() -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 1993-01-29 2020-02-21 TRUE FALSE
SPY.Adjusted_YoY Calc Year over Year Percent -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Adjusted_Log Calc Log of log() -1.00 1993-01-29 2020-02-21 FALSE FALSE
SPY.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 1993-01-29 2020-02-21 TRUE TRUE
SPY.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 1993-01-29 2020-02-21 TRUE TRUE
MDY.Open_YoY Calc Year over Year Percent -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Open_Log Calc Log of log() -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.High_YoY Calc Year over Year Percent -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.High_SmoothDer Calc Derivative of Smoothed /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.High_Log Calc Log of log() -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.High_mva200 Calc 200 Day MA 200 Day MA -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.High_mva050 Calc 50 Day MA 50 Day MA -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Low_YoY Calc Year over Year Percent -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Low_Log Calc Log of log() -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Close_YoY Calc Year over Year Percent -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Close_Log Calc Log of log() -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Volume_YoY Calc Year over Year Percent -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Volume_Log Calc Log of log() -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Adjusted_YoY Calc Year over Year Percent -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Adjusted_Log Calc Log of log() -1.00 1995-05-04 2020-02-21 FALSE FALSE
MDY.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 1995-05-04 2020-02-21 TRUE TRUE
MDY.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 1995-05-04 2020-02-21 TRUE TRUE
EES.Open_YoY Calc Year over Year Percent -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Open_Log Calc Log of log() -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.High_YoY Calc Year over Year Percent -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.High_Log Calc Log of log() -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Low_YoY Calc Year over Year Percent -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Low_Log Calc Log of log() -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Close_YoY Calc Year over Year Percent -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Close_Log Calc Log of log() -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Volume_YoY Calc Year over Year Percent -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Volume_Log Calc Log of log() -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Adjusted_YoY Calc Year over Year Percent -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Adjusted_Log Calc Log of log() -1.00 2007-02-23 2020-02-21 FALSE FALSE
EES.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-02-23 2020-02-21 TRUE TRUE
EES.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-02-23 2020-02-21 FALSE FALSE
IJR.Open_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 TRUE FALSE
IJR.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Open_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.High_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.High_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Low_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Low_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Close_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Close_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Volume_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 TRUE FALSE
IJR.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Volume_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Adjusted_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Adjusted_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IJR.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IJR.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
VGSTX.Open_YoY Calc Year over Year Percent -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Open_Log Calc Log of log() -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.High_YoY Calc Year over Year Percent -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.High_SmoothDer Calc Derivative of Smoothed /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.High_Log Calc Log of log() -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.High_mva200 Calc 200 Day MA 200 Day MA -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.High_mva050 Calc 50 Day MA 50 Day MA -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Low_YoY Calc Year over Year Percent -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Low_Log Calc Log of log() -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Close_YoY Calc Year over Year Percent -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Close_Log Calc Log of log() -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Volume_YoY Calc Year over Year Percent -1.00 1985-03-29 2020-02-21 NA NA
VGSTX.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1985-03-29 2020-02-21 TRUE TRUE
VGSTX.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1985-03-29 2020-02-21 TRUE TRUE
VGSTX.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 1985-03-29 2020-02-21 TRUE TRUE
VGSTX.Volume_Log Calc Log of log() -1.00 1985-03-29 2020-02-21 TRUE TRUE
VGSTX.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 1985-03-29 2020-02-21 TRUE TRUE
VGSTX.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 1985-03-29 2020-02-21 TRUE TRUE
VGSTX.Adjusted_YoY Calc Year over Year Percent -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Adjusted_Log Calc Log of log() -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 1985-03-29 2020-02-21 FALSE FALSE
VGSTX.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 1985-03-29 2020-02-21 FALSE FALSE
VFINX.Open_YoY Calc Year over Year Percent -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Open_Log Calc Log of log() -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.High_YoY Calc Year over Year Percent -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.High_SmoothDer Calc Derivative of Smoothed /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.High_Log Calc Log of log() -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.High_mva200 Calc 200 Day MA 200 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.High_mva050 Calc 50 Day MA 50 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Low_YoY Calc Year over Year Percent -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Low_Log Calc Log of log() -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Close_YoY Calc Year over Year Percent -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Close_Log Calc Log of log() -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Volume_YoY Calc Year over Year Percent -1.00 1980-01-02 2020-02-21 NA NA
VFINX.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Volume_Log Calc Log of log() -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Adjusted_YoY Calc Year over Year Percent -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Adjusted_Log Calc Log of log() -1.00 1980-01-02 2020-02-21 FALSE FALSE
VFINX.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VFINX.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 1980-01-02 2020-02-21 TRUE TRUE
VOE.Open_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Open_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.High_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.High_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Low_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Low_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Close_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Close_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Volume_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Volume_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Adjusted_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Adjusted_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOE.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOE.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Open_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Open_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.High_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.High_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Low_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Low_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Close_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Close_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Volume_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Volume_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Adjusted_YoY Calc Year over Year Percent -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Adjusted_Log Calc Log of log() -1.00 2006-08-25 2020-02-21 FALSE FALSE
VOT.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
VOT.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-08-25 2020-02-21 TRUE TRUE
TMFGX.Open_YoY Calc Year over Year Percent -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Open_Log Calc Log of log() -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.High_YoY Calc Year over Year Percent -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.High_Log Calc Log of log() -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Low_YoY Calc Year over Year Percent -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Low_Log Calc Log of log() -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Close_YoY Calc Year over Year Percent -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Close_Log Calc Log of log() -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Volume_YoY Calc Year over Year Percent -1.00 2010-11-02 2020-02-21 NA NA
TMFGX.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Volume_Log Calc Log of log() -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Adjusted_YoY Calc Year over Year Percent -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Adjusted_Log Calc Log of log() -1.00 2010-11-02 2020-02-21 FALSE FALSE
TMFGX.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
TMFGX.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-11-02 2020-02-21 TRUE TRUE
IWM.Open_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 TRUE FALSE
IWM.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Open_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.High_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 TRUE FALSE
IWM.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.High_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Low_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Low_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Close_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Close_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Volume_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Volume_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Adjusted_YoY Calc Year over Year Percent -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Adjusted_Log Calc Log of log() -1.00 2000-05-26 2020-02-21 FALSE FALSE
IWM.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
IWM.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2000-05-26 2020-02-21 TRUE TRUE
ONEQ.Open_YoY Calc Year over Year Percent -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Open_Log Calc Log of log() -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.High_YoY Calc Year over Year Percent -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.High_Log Calc Log of log() -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Low_YoY Calc Year over Year Percent -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Low_Log Calc Log of log() -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Close_YoY Calc Year over Year Percent -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Close_Log Calc Log of log() -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Volume_YoY Calc Year over Year Percent -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Volume_Log Calc Log of log() -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Adjusted_YoY Calc Year over Year Percent -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Adjusted_Log Calc Log of log() -1.00 2003-10-01 2020-02-21 FALSE FALSE
ONEQ.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2003-10-01 2020-02-21 TRUE TRUE
ONEQ.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2003-10-01 2020-02-21 TRUE TRUE
HAINX.Open_YoY Calc Year over Year Percent -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Open_Log Calc Log of log() -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.High_YoY Calc Year over Year Percent -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.High_SmoothDer Calc Derivative of Smoothed /period -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.High_Log Calc Log of log() -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.High_mva200 Calc 200 Day MA 200 Day MA -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.High_mva050 Calc 50 Day MA 50 Day MA -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Low_YoY Calc Year over Year Percent -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Low_Log Calc Log of log() -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Close_YoY Calc Year over Year Percent -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Close_Log Calc Log of log() -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Volume_YoY Calc Year over Year Percent -1.00 1987-12-29 2020-02-21 NA NA
HAINX.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Volume_Log Calc Log of log() -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Adjusted_YoY Calc Year over Year Percent -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Adjusted_Log Calc Log of log() -1.00 1987-12-29 2020-02-21 FALSE FALSE
HAINX.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 1987-12-29 2020-02-21 TRUE TRUE
HAINX.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 1987-12-29 2020-02-21 FALSE FALSE
VEU.Open_YoY Calc Year over Year Percent -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Open_Log Calc Log of log() -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.High_YoY Calc Year over Year Percent -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.High_Log Calc Log of log() -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Low_YoY Calc Year over Year Percent -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Low_Log Calc Log of log() -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Close_YoY Calc Year over Year Percent -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Close_Log Calc Log of log() -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Volume_YoY Calc Year over Year Percent -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Volume_Log Calc Log of log() -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Adjusted_YoY Calc Year over Year Percent -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Adjusted_Log Calc Log of log() -1.00 2007-03-08 2020-02-21 FALSE FALSE
VEU.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-03-08 2020-02-21 TRUE TRUE
VEU.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-03-08 2020-02-21 FALSE FALSE
BIL.Open_YoY Calc Year over Year Percent -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Open_Log Calc Log of log() -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-05-30 2020-02-21 TRUE FALSE
BIL.High_YoY Calc Year over Year Percent -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.High_Log Calc Log of log() -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-05-30 2020-02-21 TRUE FALSE
BIL.Low_YoY Calc Year over Year Percent -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Low_Log Calc Log of log() -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-05-30 2020-02-21 TRUE FALSE
BIL.Close_YoY Calc Year over Year Percent -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Close_Log Calc Log of log() -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-05-30 2020-02-21 TRUE FALSE
BIL.Volume_YoY Calc Year over Year Percent -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Volume_Log Calc Log of log() -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Adjusted_YoY Calc Year over Year Percent -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-05-30 2020-02-21 TRUE TRUE
BIL.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-05-30 2020-02-21 TRUE TRUE
BIL.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-05-30 2020-02-21 FALSE FALSE
BIL.Adjusted_Log Calc Log of log() -1.00 2007-05-30 2020-02-21 TRUE TRUE
BIL.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-05-30 2020-02-21 TRUE TRUE
BIL.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-05-30 2020-02-21 TRUE TRUE
IVOO.Open_YoY Calc Year over Year Percent -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Open_Log Calc Log of log() -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.High_YoY Calc Year over Year Percent -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.High_Log Calc Log of log() -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Low_YoY Calc Year over Year Percent -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Low_Log Calc Log of log() -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Close_YoY Calc Year over Year Percent -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Close_Log Calc Log of log() -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Volume_YoY Calc Year over Year Percent -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Volume_Log Calc Log of log() -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Adjusted_YoY Calc Year over Year Percent -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Adjusted_Log Calc Log of log() -1.00 2010-09-09 2020-02-21 FALSE FALSE
IVOO.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2010-09-09 2020-02-21 TRUE TRUE
IVOO.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2010-09-09 2020-02-21 TRUE TRUE
VO.Open_YoY Calc Year over Year Percent -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Open_Log Calc Log of log() -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.High_YoY Calc Year over Year Percent -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.High_Log Calc Log of log() -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Low_YoY Calc Year over Year Percent -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Low_Log Calc Log of log() -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Close_YoY Calc Year over Year Percent -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Close_Log Calc Log of log() -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Volume_YoY Calc Year over Year Percent -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Volume_Log Calc Log of log() -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Adjusted_YoY Calc Year over Year Percent -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Adjusted_Log Calc Log of log() -1.00 2004-01-30 2020-02-21 FALSE FALSE
VO.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2004-01-30 2020-02-21 TRUE TRUE
VO.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2004-01-30 2020-02-21 TRUE TRUE
CZA.Open_YoY Calc Year over Year Percent -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Open_Log Calc Log of log() -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.High_YoY Calc Year over Year Percent -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.High_Log Calc Log of log() -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Low_YoY Calc Year over Year Percent -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Low_Log Calc Log of log() -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Close_YoY Calc Year over Year Percent -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Close_Log Calc Log of log() -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Volume_YoY Calc Year over Year Percent -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Volume_Log Calc Log of log() -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-04-03 2020-02-21 TRUE FALSE
CZA.Adjusted_YoY Calc Year over Year Percent -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Adjusted_Log Calc Log of log() -1.00 2007-04-03 2020-02-21 FALSE FALSE
CZA.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2007-04-03 2020-02-21 TRUE TRUE
CZA.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2007-04-03 2020-02-21 TRUE TRUE
VYM.Open_YoY Calc Year over Year Percent -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Open_Log Calc Log of log() -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.High_YoY Calc Year over Year Percent -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.High_Log Calc Log of log() -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Low_YoY Calc Year over Year Percent -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Low_Log Calc Log of log() -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Close_YoY Calc Year over Year Percent -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Close_Log Calc Log of log() -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Volume_YoY Calc Year over Year Percent -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Volume_Log Calc Log of log() -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Adjusted_YoY Calc Year over Year Percent -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Adjusted_Log Calc Log of log() -1.00 2006-11-16 2020-02-21 FALSE FALSE
VYM.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2006-11-16 2020-02-21 TRUE TRUE
VYM.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2006-11-16 2020-02-21 TRUE TRUE
ACWI.Open_YoY Calc Year over Year Percent -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Open_Log Calc Log of log() -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.High_YoY Calc Year over Year Percent -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.High_Log Calc Log of log() -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Low_YoY Calc Year over Year Percent -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Low_Log Calc Log of log() -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Close_YoY Calc Year over Year Percent -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Close_Log Calc Log of log() -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Volume_YoY Calc Year over Year Percent -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2008-03-28 2020-02-21 TRUE FALSE
ACWI.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Volume_Log Calc Log of log() -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2008-03-28 2020-02-21 TRUE FALSE
ACWI.Adjusted_YoY Calc Year over Year Percent -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Adjusted_Log Calc Log of log() -1.00 2008-03-28 2020-02-21 FALSE FALSE
ACWI.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2008-03-28 2020-02-21 TRUE TRUE
ACWI.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2008-03-28 2020-02-21 TRUE TRUE
SLY.Open_YoY Calc Year over Year Percent -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Open_Log Calc Log of log() -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.High_YoY Calc Year over Year Percent -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2005-11-15 2020-02-21 TRUE FALSE
SLY.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.High_Log Calc Log of log() -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Low_YoY Calc Year over Year Percent -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Low_Log Calc Log of log() -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Close_YoY Calc Year over Year Percent -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Close_Log Calc Log of log() -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Volume_YoY Calc Year over Year Percent -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Volume_Log Calc Log of log() -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Adjusted_YoY Calc Year over Year Percent -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Adjusted_Log Calc Log of log() -1.00 2005-11-15 2020-02-21 FALSE FALSE
SLY.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2005-11-15 2020-02-21 TRUE TRUE
SLY.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2005-11-15 2020-02-21 FALSE FALSE
QQQ.Open_YoY Calc Year over Year Percent -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Open_Log Calc Log of log() -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.High_YoY Calc Year over Year Percent -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.High_SmoothDer Calc Derivative of Smoothed /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.High_Log Calc Log of log() -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.High_mva200 Calc 200 Day MA 200 Day MA -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.High_mva050 Calc 50 Day MA 50 Day MA -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Low_YoY Calc Year over Year Percent -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Low_Log Calc Log of log() -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Close_YoY Calc Year over Year Percent -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Close_Log Calc Log of log() -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Volume_YoY Calc Year over Year Percent -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Volume_Log Calc Log of log() -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 1999-03-10 2020-02-21 TRUE FALSE
QQQ.Adjusted_YoY Calc Year over Year Percent -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Adjusted_Log Calc Log of log() -1.00 1999-03-10 2020-02-21 FALSE FALSE
QQQ.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 1999-03-10 2020-02-21 TRUE TRUE
QQQ.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 1999-03-10 2020-02-21 TRUE TRUE
HYMB.Open_YoY Calc Year over Year Percent -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Open_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Open_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Open_SmoothDer Calc Derivative of Smoothed /period -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Open_Log Calc Log of log() -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Open_mva200 Calc 200 Day MA 200 Day MA -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Open_mva050 Calc 50 Day MA 50 Day MA -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.High_YoY Calc Year over Year Percent -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.High_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.High_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.High_SmoothDer Calc Derivative of Smoothed /period -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.High_Log Calc Log of log() -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.High_mva200 Calc 200 Day MA 200 Day MA -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.High_mva050 Calc 50 Day MA 50 Day MA -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Low_YoY Calc Year over Year Percent -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Low_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Low_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Low_SmoothDer Calc Derivative of Smoothed /period -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Low_Log Calc Log of log() -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Low_mva200 Calc 200 Day MA 200 Day MA -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Low_mva050 Calc 50 Day MA 50 Day MA -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Close_YoY Calc Year over Year Percent -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Close_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Close_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Close_SmoothDer Calc Derivative of Smoothed /period -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Close_Log Calc Log of log() -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Close_mva200 Calc 200 Day MA 200 Day MA -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Close_mva050 Calc 50 Day MA 50 Day MA -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Volume_YoY Calc Year over Year Percent -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Volume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Volume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Volume_SmoothDer Calc Derivative of Smoothed /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Volume_Log Calc Log of log() -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Volume_mva200 Calc 200 Day MA 200 Day MA -1.00 2011-04-14 2020-02-21 TRUE FALSE
HYMB.Volume_mva050 Calc 50 Day MA 50 Day MA -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Adjusted_YoY Calc Year over Year Percent -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Adjusted_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Adjusted_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Adjusted_SmoothDer Calc Derivative of Smoothed /period -1.00 2011-04-14 2020-02-21 FALSE FALSE
HYMB.Adjusted_Log Calc Log of log() -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Adjusted_mva200 Calc 200 Day MA 200 Day MA -1.00 2011-04-14 2020-02-21 TRUE TRUE
HYMB.Adjusted_mva050 Calc 50 Day MA 50 Day MA -1.00 2011-04-14 2020-02-21 TRUE TRUE
A053RC1Q027SBEA_YoY Calc National income: Corporate profits before tax (without IVA and CCAdj) Year over Year Percent -1.00 1947-01-01 2019-07-01 FALSE FALSE
A053RC1Q027SBEA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj) /period -1.00 1947-01-01 2019-07-01 TRUE TRUE
A053RC1Q027SBEA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) National income: Corporate profits before tax (without IVA and CCAdj) /period -1.00 1947-01-01 2019-07-01 FALSE FALSE
A053RC1Q027SBEA_SmoothDer Calc Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj) /period -1.00 1947-01-01 2019-07-01 TRUE TRUE
A053RC1Q027SBEA_Log Calc Log of National income: Corporate profits before tax (without IVA and CCAdj) log() -1.00 1947-01-01 2019-07-01 TRUE TRUE
A053RC1Q027SBEA_mva200 Calc National income: Corporate profits before tax (without IVA and CCAdj) 200 Day MA 200 Day MA -1.00 1947-01-01 2019-07-01 TRUE FALSE
A053RC1Q027SBEA_mva050 Calc National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA 50 Day MA -1.00 1947-01-01 2019-07-01 TRUE TRUE
CPROFIT_YoY Calc Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) Year over Year Percent -1.00 1947-01-01 2019-07-01 FALSE FALSE
CPROFIT_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) /period -1.00 1947-01-01 2019-07-01 TRUE TRUE
CPROFIT_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) /period -1.00 1947-01-01 2019-07-01 FALSE FALSE
CPROFIT_SmoothDer Calc Derivative of Smoothed Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) /period -1.00 1947-01-01 2019-07-01 FALSE FALSE
CPROFIT_Log Calc Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) log() -1.00 1947-01-01 2019-07-01 TRUE TRUE
CPROFIT_mva200 Calc Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 200 Day MA 200 Day MA -1.00 1947-01-01 2019-07-01 TRUE FALSE
CPROFIT_mva050 Calc Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA 50 Day MA -1.00 1947-01-01 2019-07-01 TRUE TRUE
ISMMANPMI_YoY Calc Institute of Supply Managment PMI Composite Index Year over Year Percent -1.00 1948-01-01 2020-01-01 FALSE FALSE
ISMMANPMI_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Institute of Supply Managment PMI Composite Index /period -1.00 1948-01-01 2020-01-01 TRUE TRUE
ISMMANPMI_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Institute of Supply Managment PMI Composite Index /period -1.00 1948-01-01 2020-01-01 FALSE FALSE
ISMMANPMI_SmoothDer Calc Derivative of Smoothed Institute of Supply Managment PMI Composite Index /period -1.00 1948-01-01 2020-01-01 TRUE TRUE
ISMMANPMI_Log Calc Log of Institute of Supply Managment PMI Composite Index log() -1.00 1948-01-01 2020-01-01 TRUE TRUE
ISMMANPMI_mva200 Calc Institute of Supply Managment PMI Composite Index 200 Day MA 200 Day MA -1.00 1948-01-01 2020-01-01 TRUE FALSE
ISMMANPMI_mva050 Calc Institute of Supply Managment PMI Composite Index 50 Day MA 50 Day MA -1.00 1948-01-01 2020-01-01 TRUE TRUE
MULTPLSP500PERATIOMONTH_YoY Calc S&P 500 TTM P/E Year over Year Percent -1.00 1910-01-01 2020-01-31 FALSE FALSE
MULTPLSP500PERATIOMONTH_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) S&P 500 TTM P/E /period -1.00 1910-01-01 2020-01-31 TRUE TRUE
MULTPLSP500PERATIOMONTH_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) S&P 500 TTM P/E /period -1.00 1910-01-01 2020-01-31 FALSE FALSE
MULTPLSP500PERATIOMONTH_SmoothDer Calc Derivative of Smoothed S&P 500 TTM P/E /period -1.00 1910-01-01 2020-01-31 FALSE FALSE
MULTPLSP500PERATIOMONTH_Log Calc Log of S&P 500 TTM P/E log() -1.00 1910-01-01 2020-01-31 TRUE TRUE
MULTPLSP500PERATIOMONTH_mva200 Calc S&P 500 TTM P/E 200 Day MA 200 Day MA -1.00 1910-01-01 2020-01-31 TRUE TRUE
MULTPLSP500PERATIOMONTH_mva050 Calc S&P 500 TTM P/E 50 Day MA 50 Day MA -1.00 1910-01-01 2020-01-31 TRUE TRUE
MULTPLSP500SALESQUARTER_YoY Calc S&P 500 TTM Sales (Not Inflation Adjusted) Year over Year Percent -1.00 2000-12-31 2019-09-30 FALSE FALSE
MULTPLSP500SALESQUARTER_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) S&P 500 TTM Sales (Not Inflation Adjusted) /period -1.00 2000-12-31 2019-09-30 FALSE FALSE
MULTPLSP500SALESQUARTER_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) S&P 500 TTM Sales (Not Inflation Adjusted) /period -1.00 2000-12-31 2019-09-30 FALSE FALSE
MULTPLSP500SALESQUARTER_SmoothDer Calc Derivative of Smoothed S&P 500 TTM Sales (Not Inflation Adjusted) /period -1.00 2000-12-31 2019-09-30 FALSE FALSE
MULTPLSP500SALESQUARTER_Log Calc Log of S&P 500 TTM Sales (Not Inflation Adjusted) log() -1.00 2000-12-31 2019-09-30 TRUE TRUE
MULTPLSP500SALESQUARTER_mva200 Calc S&P 500 TTM Sales (Not Inflation Adjusted) 200 Day MA 200 Day MA -1.00 2000-12-31 2019-09-30 TRUE TRUE
MULTPLSP500SALESQUARTER_mva050 Calc S&P 500 TTM Sales (Not Inflation Adjusted) 50 Day MA 50 Day MA -1.00 2000-12-31 2019-09-30 TRUE TRUE
MULTPLSP500DIVYIELDMONTH_YoY Calc S&P 500 Dividend Yield by Month Year over Year Percent -1.00 1910-01-31 2020-01-31 TRUE FALSE
MULTPLSP500DIVYIELDMONTH_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) S&P 500 Dividend Yield by Month /period -1.00 1910-01-31 2020-01-31 FALSE FALSE
MULTPLSP500DIVYIELDMONTH_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) S&P 500 Dividend Yield by Month /period -1.00 1910-01-31 2020-01-31 FALSE FALSE
MULTPLSP500DIVYIELDMONTH_SmoothDer Calc Derivative of Smoothed S&P 500 Dividend Yield by Month /period -1.00 1910-01-31 2020-01-31 TRUE TRUE
MULTPLSP500DIVYIELDMONTH_Log Calc Log of S&P 500 Dividend Yield by Month log() -1.00 1910-01-31 2020-01-31 TRUE FALSE
MULTPLSP500DIVYIELDMONTH_mva200 Calc S&P 500 Dividend Yield by Month 200 Day MA 200 Day MA -1.00 1910-01-31 2020-01-31 FALSE FALSE
MULTPLSP500DIVYIELDMONTH_mva050 Calc S&P 500 Dividend Yield by Month 50 Day MA 50 Day MA -1.00 1910-01-31 2020-01-31 TRUE FALSE
MULTPLSP500DIVMONTH_YoY Calc S&P 500 Dividend by Month (Inflation Adjusted) Year over Year Percent -1.00 1871-01-31 2019-12-31 FALSE FALSE
MULTPLSP500DIVMONTH_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) S&P 500 Dividend by Month (Inflation Adjusted) /period -1.00 1871-01-31 2019-12-31 TRUE TRUE
MULTPLSP500DIVMONTH_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) S&P 500 Dividend by Month (Inflation Adjusted) /period -1.00 1871-01-31 2019-12-31 FALSE FALSE
MULTPLSP500DIVMONTH_SmoothDer Calc Derivative of Smoothed S&P 500 Dividend by Month (Inflation Adjusted) /period -1.00 1871-01-31 2019-12-31 TRUE TRUE
MULTPLSP500DIVMONTH_Log Calc Log of S&P 500 Dividend by Month (Inflation Adjusted) log() -1.00 1871-01-31 2019-12-31 TRUE TRUE
MULTPLSP500DIVMONTH_mva200 Calc S&P 500 Dividend by Month (Inflation Adjusted) 200 Day MA 200 Day MA -1.00 1871-01-31 2019-12-31 TRUE TRUE
MULTPLSP500DIVMONTH_mva050 Calc S&P 500 Dividend by Month (Inflation Adjusted) 50 Day MA 50 Day MA -1.00 1871-01-31 2019-12-31 TRUE TRUE
CHRISCMEHG1_YoY Calc Copper Futures, Continuous Contract #1 (HG1) (Front Month) Year over Year Percent -1.00 1871-01-01 1900-01-01 FALSE FALSE
CHRISCMEHG1_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Copper Futures, Continuous Contract #1 (HG1) (Front Month) /period -1.00 1871-01-01 1900-01-01 FALSE FALSE
CHRISCMEHG1_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Copper Futures, Continuous Contract #1 (HG1) (Front Month) /period -1.00 1871-01-01 1900-01-01 FALSE FALSE
CHRISCMEHG1_SmoothDer Calc Derivative of Smoothed Copper Futures, Continuous Contract #1 (HG1) (Front Month) /period -1.00 1871-01-01 1900-01-01 TRUE TRUE
CHRISCMEHG1_Log Calc Log of Copper Futures, Continuous Contract #1 (HG1) (Front Month) log() -1.00 1871-01-01 1900-01-01 FALSE FALSE
CHRISCMEHG1_mva200 Calc Copper Futures, Continuous Contract #1 (HG1) (Front Month) 200 Day MA 200 Day MA -1.00 1871-01-01 1900-01-01 FALSE FALSE
CHRISCMEHG1_mva050 Calc Copper Futures, Continuous Contract #1 (HG1) (Front Month) 50 Day MA 50 Day MA -1.00 1871-01-01 1900-01-01 FALSE FALSE
WWDIWLDISAIRGOODMTK1_YoY Calc Air transport, freight Year over Year Percent -1.00 1871-01-01 1900-01-01 TRUE TRUE
WWDIWLDISAIRGOODMTK1_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Air transport, freight /period -1.00 1871-01-01 1900-01-01 FALSE FALSE
WWDIWLDISAIRGOODMTK1_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Air transport, freight /period -1.00 1871-01-01 1900-01-01 FALSE FALSE
WWDIWLDISAIRGOODMTK1_SmoothDer Calc Derivative of Smoothed Air transport, freight /period -1.00 1871-01-01 1900-01-01 FALSE FALSE
WWDIWLDISAIRGOODMTK1_Log Calc Log of Air transport, freight log() -1.00 1871-01-01 1900-01-01 TRUE TRUE
WWDIWLDISAIRGOODMTK1_mva200 Calc Air transport, freight 200 Day MA 200 Day MA -1.00 1871-01-01 1900-01-01 TRUE TRUE
WWDIWLDISAIRGOODMTK1_mva050 Calc Air transport, freight 50 Day MA 50 Day MA -1.00 1871-01-01 1900-01-01 TRUE TRUE
FARMINCOME_YoY Calc Net Farm Income Year over Year Percent -1.00 2012-02-24 2019-02-24 FALSE FALSE
FARMINCOME_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Net Farm Income /period -1.00 2012-02-24 2019-02-24 FALSE FALSE
FARMINCOME_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Net Farm Income /period -1.00 2012-02-24 2019-02-24 FALSE FALSE
FARMINCOME_SmoothDer Calc Derivative of Smoothed Net Farm Income /period -1.00 2012-02-24 2019-02-24 TRUE TRUE
FARMINCOME_Log Calc Log of Net Farm Income log() -1.00 2012-02-24 2019-02-24 TRUE TRUE
FARMINCOME_mva200 Calc Net Farm Income 200 Day MA 200 Day MA -1.00 2012-02-24 2019-02-24 TRUE TRUE
FARMINCOME_mva050 Calc Net Farm Income 50 Day MA 50 Day MA -1.00 2012-02-24 2019-02-24 TRUE TRUE
OPEARNINGSPERSHARE_YoY Calc Operating Earnings per Share Year over Year Percent -1.00 2012-02-24 2019-02-24 FALSE FALSE
OPEARNINGSPERSHARE_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Operating Earnings per Share /period -1.00 2012-02-24 2019-02-24 TRUE TRUE
OPEARNINGSPERSHARE_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Operating Earnings per Share /period -1.00 2012-02-24 2019-02-24 FALSE FALSE
OPEARNINGSPERSHARE_SmoothDer Calc Derivative of Smoothed Operating Earnings per Share /period -1.00 2012-02-24 2019-02-24 FALSE FALSE
OPEARNINGSPERSHARE_Log Calc Log of Operating Earnings per Share log() -1.00 2012-02-24 2019-02-24 TRUE TRUE
OPEARNINGSPERSHARE_mva200 Calc Operating Earnings per Share 200 Day MA 200 Day MA -1.00 2012-02-24 2019-02-24 TRUE TRUE
OPEARNINGSPERSHARE_mva050 Calc Operating Earnings per Share 50 Day MA 50 Day MA -1.00 2012-02-24 2019-02-24 TRUE TRUE
AREARNINGSPERSHARE_YoY Calc As-Reported Earnings per Share Year over Year Percent -1.00 2012-02-24 2019-02-24 FALSE FALSE
AREARNINGSPERSHARE_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) As-Reported Earnings per Share /period -1.00 2012-02-24 2019-02-24 TRUE TRUE
AREARNINGSPERSHARE_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) As-Reported Earnings per Share /period -1.00 2012-02-24 2019-02-24 FALSE FALSE
AREARNINGSPERSHARE_SmoothDer Calc Derivative of Smoothed As-Reported Earnings per Share /period -1.00 2012-02-24 2019-02-24 FALSE FALSE
AREARNINGSPERSHARE_Log Calc Log of As-Reported Earnings per Share log() -1.00 2012-02-24 2019-02-24 TRUE TRUE
AREARNINGSPERSHARE_mva200 Calc As-Reported Earnings per Share 200 Day MA 200 Day MA -1.00 2012-02-24 2019-02-24 TRUE FALSE
AREARNINGSPERSHARE_mva050 Calc As-Reported Earnings per Share 50 Day MA 50 Day MA -1.00 2012-02-24 2019-02-24 TRUE TRUE
CASHDIVIDENDSPERSHR_YoY Calc Cash Dividends per Share Year over Year Percent -1.00 2012-02-24 2019-02-24 TRUE FALSE
CASHDIVIDENDSPERSHR_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Cash Dividends per Share /period -1.00 2012-02-24 2019-02-24 FALSE FALSE
CASHDIVIDENDSPERSHR_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Cash Dividends per Share /period -1.00 2012-02-24 2019-02-24 FALSE FALSE
CASHDIVIDENDSPERSHR_SmoothDer Calc Derivative of Smoothed Cash Dividends per Share /period -1.00 2012-02-24 2019-02-24 FALSE FALSE
CASHDIVIDENDSPERSHR_Log Calc Log of Cash Dividends per Share log() -1.00 2012-02-24 2019-02-24 TRUE TRUE
CASHDIVIDENDSPERSHR_mva200 Calc Cash Dividends per Share 200 Day MA 200 Day MA -1.00 2012-02-24 2019-02-24 TRUE TRUE
CASHDIVIDENDSPERSHR_mva050 Calc Cash Dividends per Share 50 Day MA 50 Day MA -1.00 2012-02-24 2019-02-24 TRUE TRUE
FINRAMarginDebt_YoY Calc Margin Debt Year over Year Percent -1.00 1959-01-31 2019-12-31 FALSE FALSE
FINRAMarginDebt_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Margin Debt /period -1.00 1959-01-31 2019-12-31 TRUE TRUE
FINRAMarginDebt_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Margin Debt /period -1.00 1959-01-31 2019-12-31 FALSE FALSE
FINRAMarginDebt_SmoothDer Calc Derivative of Smoothed Margin Debt /period -1.00 1959-01-31 2019-12-31 FALSE FALSE
FINRAMarginDebt_Log Calc Log of Margin Debt log() -1.00 1959-01-31 2019-12-31 TRUE TRUE
FINRAMarginDebt_mva200 Calc Margin Debt 200 Day MA 200 Day MA -1.00 1959-01-31 2019-12-31 FALSE FALSE
FINRAMarginDebt_mva050 Calc Margin Debt 50 Day MA 50 Day MA -1.00 1959-01-31 2019-12-31 TRUE FALSE
FINRAFreeCreditMargin_YoY Calc Free Credit Balances in Customers’ Securities Margin Accounts Year over Year Percent -1.00 1959-01-31 1900-01-01 TRUE FALSE
FINRAFreeCreditMargin_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Free Credit Balances in Customers’ Securities Margin Accounts /period -1.00 1959-01-31 1900-01-01 FALSE FALSE
FINRAFreeCreditMargin_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Free Credit Balances in Customers’ Securities Margin Accounts /period -1.00 1959-01-31 1900-01-01 FALSE FALSE
FINRAFreeCreditMargin_SmoothDer Calc Derivative of Smoothed Free Credit Balances in Customers’ Securities Margin Accounts /period -1.00 1959-01-31 1900-01-01 TRUE TRUE
FINRAFreeCreditMargin_Log Calc Log of Free Credit Balances in Customers’ Securities Margin Accounts log() -1.00 1959-01-31 1900-01-01 TRUE FALSE
FINRAFreeCreditMargin_mva200 Calc Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA 200 Day MA -1.00 1959-01-31 1900-01-01 TRUE TRUE
FINRAFreeCreditMargin_mva050 Calc Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA 50 Day MA -1.00 1959-01-31 1900-01-01 FALSE FALSE
OCCEquityVolume_YoY Calc Equity Options Volume Year over Year Percent -1.00 1973-12-31 2019-09-25 FALSE FALSE
OCCEquityVolume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Equity Options Volume /period -1.00 1973-12-31 2019-09-25 FALSE FALSE
OCCEquityVolume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Equity Options Volume /period -1.00 1973-12-31 2019-09-25 FALSE FALSE
OCCEquityVolume_SmoothDer Calc Derivative of Smoothed Equity Options Volume /period -1.00 1973-12-31 2019-09-25 FALSE FALSE
OCCEquityVolume_Log Calc Log of Equity Options Volume log() -1.00 1973-12-31 2019-09-25 TRUE TRUE
OCCEquityVolume_mva200 Calc Equity Options Volume 200 Day MA 200 Day MA -1.00 1973-12-31 2019-09-25 FALSE FALSE
OCCEquityVolume_mva050 Calc Equity Options Volume 50 Day MA 50 Day MA -1.00 1973-12-31 2019-09-25 TRUE FALSE
OCCNonEquityVolume_YoY Calc Non-Equity Options Volume Year over Year Percent -1.00 1973-12-31 2019-09-25 FALSE FALSE
OCCNonEquityVolume_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Non-Equity Options Volume /period -1.00 1973-12-31 2019-09-25 TRUE FALSE
OCCNonEquityVolume_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Non-Equity Options Volume /period -1.00 1973-12-31 2019-09-25 FALSE FALSE
OCCNonEquityVolume_SmoothDer Calc Derivative of Smoothed Non-Equity Options Volume /period -1.00 1973-12-31 2019-09-25 FALSE FALSE
OCCNonEquityVolume_Log Calc Log of Non-Equity Options Volume log() -1.00 1973-12-31 2019-09-25 TRUE TRUE
OCCNonEquityVolume_mva200 Calc Non-Equity Options Volume 200 Day MA 200 Day MA -1.00 1973-12-31 2019-09-25 FALSE FALSE
OCCNonEquityVolume_mva050 Calc Non-Equity Options Volume 50 Day MA 50 Day MA -1.00 1973-12-31 2019-09-25 TRUE FALSE
RSALESAGG_YoY Calc Real Retail and Food Services Sales (RRSFS and RSALES) Year over Year Percent -1.00 1947-01-01 2020-01-01 FALSE FALSE
RSALESAGG_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Retail and Food Services Sales (RRSFS and RSALES) /period -1.00 1947-01-01 2020-01-01 TRUE FALSE
RSALESAGG_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Retail and Food Services Sales (RRSFS and RSALES) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
RSALESAGG_SmoothDer Calc Derivative of Smoothed Real Retail and Food Services Sales (RRSFS and RSALES) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
RSALESAGG_Log Calc Log of Real Retail and Food Services Sales (RRSFS and RSALES) log() -1.00 1947-01-01 2020-01-01 TRUE TRUE
RSALESAGG_mva200 Calc Real Retail and Food Services Sales (RRSFS and RSALES) 200 Day MA 200 Day MA -1.00 1947-01-01 2020-01-01 FALSE FALSE
RSALESAGG_mva050 Calc Real Retail and Food Services Sales (RRSFS and RSALES) 50 Day MA 50 Day MA -1.00 1947-01-01 2020-01-01 TRUE FALSE
BUSLOANS.minus.BUSLOANSNSA_YoY Calc Business Loans (Montlhy) SA - NSA Year over Year Percent -1.00 1947-01-01 2020-01-01 TRUE FALSE
BUSLOANS.minus.BUSLOANSNSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Montlhy) SA - NSA /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANS.minus.BUSLOANSNSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Montlhy) SA - NSA /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANS.minus.BUSLOANSNSA_SmoothDer Calc Derivative of Smoothed Business Loans (Montlhy) SA - NSA /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANS.minus.BUSLOANSNSA_Log Calc Log of Business Loans (Montlhy) SA - NSA log() -1.00 1947-01-01 2020-01-01 TRUE TRUE
BUSLOANS.minus.BUSLOANSNSA_mva200 Calc Business Loans (Montlhy) SA - NSA 200 Day MA 200 Day MA -1.00 1947-01-01 2020-01-01 FALSE FALSE
BUSLOANS.minus.BUSLOANSNSA_mva050 Calc Business Loans (Montlhy) SA - NSA 50 Day MA 50 Day MA -1.00 1947-01-01 2020-01-01 TRUE FALSE
BUSLOANS.minus.BUSLOANSNSA.by.GDP_YoY Calc Business Loans (Montlhy) SA - NSA divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
BUSLOANS.minus.BUSLOANSNSA.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Montlhy) SA - NSA divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.minus.BUSLOANSNSA.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Montlhy) SA - NSA divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.minus.BUSLOANSNSA.by.GDP_SmoothDer Calc Derivative of Smoothed Business Loans (Montlhy) SA - NSA divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log Calc Log of Business Loans (Montlhy) SA - NSA divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE TRUE
BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva200 Calc Business Loans (Montlhy) SA - NSA divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva050 Calc Business Loans (Montlhy) SA - NSA divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
BUSLOANS.by.GDP_YoY Calc Business Loans Normalized by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Business Loans Normalized by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.by.GDP_SmoothDer Calc Derivative of Smoothed Business Loans Normalized by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
BUSLOANS.by.GDP_Log Calc Log of Business Loans Normalized by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
BUSLOANS.by.GDP_mva200 Calc Business Loans Normalized by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.by.GDP_mva050 Calc Business Loans Normalized by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.INTEREST_YoY Calc Business Loans (Monthly, SA) Adjusted Interest Burdens Year over Year Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
BUSLOANS.INTEREST_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burdens /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
BUSLOANS.INTEREST_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Monthly, SA) Adjusted Interest Burdens /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
BUSLOANS.INTEREST_SmoothDer Calc Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burdens /period -1.00 1962-01-02 2020-02-20 TRUE TRUE
BUSLOANS.INTEREST_Log Calc Log of Business Loans (Monthly, SA) Adjusted Interest Burdens log() -1.00 1962-01-02 2020-02-20 FALSE FALSE
BUSLOANS.INTEREST_mva200 Calc Business Loans (Monthly, SA) Adjusted Interest Burdens 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
BUSLOANS.INTEREST_mva050 Calc Business Loans (Monthly, SA) Adjusted Interest Burdens 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
BUSLOANS.INTEREST.by.GDP_YoY Calc Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.INTEREST.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE FALSE
BUSLOANS.INTEREST.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.INTEREST.by.GDP_SmoothDer Calc Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
BUSLOANS.INTEREST.by.GDP_Log Calc Log of Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP log() -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.INTEREST.by.GDP_mva200 Calc Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANS.INTEREST.by.GDP_mva050 Calc Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANSNSA.by.GDP_YoY Calc Business Loans Normalized by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANSNSA.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP /period -1.00 1947-01-01 2019-10-01 TRUE FALSE
BUSLOANSNSA.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Business Loans Normalized by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANSNSA.by.GDP_SmoothDer Calc Derivative of Smoothed Business Loans Normalized by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
BUSLOANSNSA.by.GDP_Log Calc Log of Business Loans Normalized by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
BUSLOANSNSA.by.GDP_mva200 Calc Business Loans Normalized by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
BUSLOANSNSA.by.GDP_mva050 Calc Business Loans Normalized by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTCI.by.GDP_YoY Calc Business Loans (Weekly, SA) Normalized by GDP Year over Year Percent -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCI.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP /period -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCI.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Weekly, SA) Normalized by GDP /period -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCI.by.GDP_SmoothDer Calc Derivative of Smoothed Business Loans (Weekly, SA) Normalized by GDP /period -1.00 1973-01-03 2019-10-01 TRUE TRUE
TOTCI.by.GDP_Log Calc Log of Business Loans (Weekly, SA) Normalized by GDP log() -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCI.by.GDP_mva200 Calc Business Loans (Weekly, SA) Normalized by GDP 200 Day MA 200 Day MA -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCI.by.GDP_mva050 Calc Business Loans (Weekly, SA) Normalized by GDP 50 Day MA 50 Day MA -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCINSA.by.GDP_YoY Calc Business Loans (Weekly, NSA) Normalized by GDP Year over Year Percent -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCINSA.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Normalized by GDP /period -1.00 1973-01-03 2019-10-01 TRUE FALSE
TOTCINSA.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Weekly, NSA) Normalized by GDP /period -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCINSA.by.GDP_SmoothDer Calc Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP /period -1.00 1973-01-03 2019-10-01 TRUE TRUE
TOTCINSA.by.GDP_Log Calc Log of Business Loans (Weekly, NSA) Normalized by GDP log() -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCINSA.by.GDP_mva200 Calc Business Loans (Weekly, NSA) Normalized by GDP 200 Day MA 200 Day MA -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCINSA.by.GDP_mva050 Calc Business Loans (Weekly, NSA) Normalized by GDP 50 Day MA 50 Day MA -1.00 1973-01-03 2019-10-01 FALSE FALSE
TOTCINSA.INTEREST_YoY Calc Business Loans (Weekly, NSA) Adjusted Interest Burdens Year over Year Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTCINSA.INTEREST_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, NSA) Adjusted Interest Burdens /period -1.00 1962-01-02 2020-02-20 TRUE FALSE
TOTCINSA.INTEREST_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Business Loans (Weekly, NSA) Adjusted Interest Burdens /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTCINSA.INTEREST_SmoothDer Calc Derivative of Smoothed Business Loans (Weekly, NSA) Adjusted Interest Burdens /period -1.00 1962-01-02 2020-02-20 TRUE TRUE
TOTCINSA.INTEREST_Log Calc Log of Business Loans (Weekly, NSA) Adjusted Interest Burdens log() -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTCINSA.INTEREST_mva200 Calc Business Loans (Weekly, NSA) Adjusted Interest Burdens 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTCINSA.INTEREST_mva050 Calc Business Loans (Weekly, NSA) Adjusted Interest Burdens 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTCINSA.INTEREST.by.GDP_YoY Calc Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTCINSA.INTEREST.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE FALSE
TOTCINSA.INTEREST.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTCINSA.INTEREST.by.GDP_SmoothDer Calc Derivative of Smoothed Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
TOTCINSA.INTEREST.by.GDP_Log Calc Log of Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP log() -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTCINSA.INTEREST.by.GDP_mva200 Calc Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTCINSA.INTEREST.by.GDP_mva050 Calc Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
W875RX1.by.GDP_YoY Calc Real Personal Income Normalized by GDP Year over Year Percent -1.00 1959-01-01 2019-10-01 TRUE FALSE
W875RX1.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Real Personal Income Normalized by GDP /period -1.00 1959-01-01 2019-10-01 TRUE TRUE
W875RX1.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Real Personal Income Normalized by GDP /period -1.00 1959-01-01 2019-10-01 FALSE FALSE
W875RX1.by.GDP_SmoothDer Calc Derivative of Smoothed Real Personal Income Normalized by GDP /period -1.00 1959-01-01 2019-10-01 TRUE TRUE
W875RX1.by.GDP_Log Calc Log of Real Personal Income Normalized by GDP log() -1.00 1959-01-01 2019-10-01 TRUE FALSE
W875RX1.by.GDP_mva200 Calc Real Personal Income Normalized by GDP 200 Day MA 200 Day MA -1.00 1959-01-01 2019-10-01 FALSE FALSE
W875RX1.by.GDP_mva050 Calc Real Personal Income Normalized by GDP 50 Day MA 50 Day MA -1.00 1959-01-01 2019-10-01 TRUE FALSE
A065RC1A027NBEA.by.GDP_YoY Calc Personal Income (NSA) Normalized by GDP Year over Year Percent -1.00 1947-01-01 2019-01-01 TRUE TRUE
A065RC1A027NBEA.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Personal Income (NSA) Normalized by GDP /period -1.00 1947-01-01 2019-01-01 TRUE FALSE
A065RC1A027NBEA.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Personal Income (NSA) Normalized by GDP /period -1.00 1947-01-01 2019-01-01 FALSE FALSE
A065RC1A027NBEA.by.GDP_SmoothDer Calc Derivative of Smoothed Personal Income (NSA) Normalized by GDP /period -1.00 1947-01-01 2019-01-01 TRUE TRUE
A065RC1A027NBEA.by.GDP_Log Calc Log of Personal Income (NSA) Normalized by GDP log() -1.00 1947-01-01 2019-01-01 TRUE FALSE
A065RC1A027NBEA.by.GDP_mva200 Calc Personal Income (NSA) Normalized by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-01-01 FALSE FALSE
A065RC1A027NBEA.by.GDP_mva050 Calc Personal Income (NSA) Normalized by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-01-01 TRUE FALSE
PI.by.GDP_YoY Calc Personal Income (SA) Normalized by GDP Year over Year Percent -1.00 1959-01-01 2019-10-01 FALSE FALSE
PI.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP /period -1.00 1959-01-01 2019-10-01 TRUE TRUE
PI.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Personal Income (SA) Normalized by GDP /period -1.00 1959-01-01 2019-10-01 FALSE FALSE
PI.by.GDP_SmoothDer Calc Derivative of Smoothed Personal Income (SA) Normalized by GDP /period -1.00 1959-01-01 2019-10-01 TRUE TRUE
PI.by.GDP_Log Calc Log of Personal Income (SA) Normalized by GDP log() -1.00 1959-01-01 2019-10-01 TRUE TRUE
PI.by.GDP_mva200 Calc Personal Income (SA) Normalized by GDP 200 Day MA 200 Day MA -1.00 1959-01-01 2019-10-01 TRUE TRUE
PI.by.GDP_mva050 Calc Personal Income (SA) Normalized by GDP 50 Day MA 50 Day MA -1.00 1959-01-01 2019-10-01 TRUE TRUE
A053RC1Q027SBEA.by.GDP_YoY Calc National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP Year over Year Percent -1.00 1947-01-01 2019-07-01 FALSE FALSE
A053RC1Q027SBEA.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP /period -1.00 1947-01-01 2019-07-01 TRUE FALSE
A053RC1Q027SBEA.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP /period -1.00 1947-01-01 2019-07-01 FALSE FALSE
A053RC1Q027SBEA.by.GDP_SmoothDer Calc Derivative of Smoothed National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP /period -1.00 1947-01-01 2019-07-01 TRUE TRUE
A053RC1Q027SBEA.by.GDP_Log Calc Log of National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP log() -1.00 1947-01-01 2019-07-01 TRUE FALSE
A053RC1Q027SBEA.by.GDP_mva200 Calc National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-07-01 FALSE FALSE
A053RC1Q027SBEA.by.GDP_mva050 Calc National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-07-01 TRUE FALSE
CPROFIT.by.GDP_YoY Calc National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
CPROFIT.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP /period -1.00 1947-01-01 2019-10-01 TRUE FALSE
CPROFIT.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
CPROFIT.by.GDP_SmoothDer Calc Derivative of Smoothed National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
CPROFIT.by.GDP_Log Calc Log of National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
CPROFIT.by.GDP_mva200 Calc National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
CPROFIT.by.GDP_mva050 Calc National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
CONSUMERNSA.by.GDP_YoY Calc Consumer Loans Not Seasonally Adjusted divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE TRUE
CONSUMERNSA.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans Not Seasonally Adjusted divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
CONSUMERNSA.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Consumer Loans Not Seasonally Adjusted divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
CONSUMERNSA.by.GDP_SmoothDer Calc Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
CONSUMERNSA.by.GDP_Log Calc Log of Consumer Loans Not Seasonally Adjusted divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
CONSUMERNSA.by.GDP_mva200 Calc Consumer Loans Not Seasonally Adjusted divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
CONSUMERNSA.by.GDP_mva050 Calc Consumer Loans Not Seasonally Adjusted divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBM027NBOG.by.GDP_YoY Calc Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE TRUE
RREACBM027NBOG.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, NSA) divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
RREACBM027NBOG.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Residental Real Estate Loans (Monthly, NSA) divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBM027NBOG.by.GDP_SmoothDer Calc Derivative of Smoothed Residental Real Estate Loans (Monthly, NSA) divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBM027NBOG.by.GDP_Log Calc Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
RREACBM027NBOG.by.GDP_mva200 Calc Residental Real Estate Loans (Monthly, NSA) divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
RREACBM027NBOG.by.GDP_mva050 Calc Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBM027SBOG.by.GDP_YoY Calc Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE TRUE
RREACBM027SBOG.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, SA) divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
RREACBM027SBOG.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Residental Real Estate Loans (Monthly, SA) divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBM027SBOG.by.GDP_SmoothDer Calc Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
RREACBM027SBOG.by.GDP_Log Calc Log of Residental Real Estate Loans (Monthly, SA) divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
RREACBM027SBOG.by.GDP_mva200 Calc Residental Real Estate Loans (Monthly, SA) divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
RREACBM027SBOG.by.GDP_mva050 Calc Residental Real Estate Loans (Monthly, SA) divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027SBOG.by.GDP_YoY Calc Residental Real Estate Loans (Weekly, SA) divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027SBOG.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, SA) divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
RREACBW027SBOG.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Residental Real Estate Loans (Weekly, SA) divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027SBOG.by.GDP_SmoothDer Calc Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
RREACBW027SBOG.by.GDP_Log Calc Log of Residental Real Estate Loans (Weekly, SA) divided by GDP log() -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027SBOG.by.GDP_mva200 Calc Residental Real Estate Loans (Weekly, SA) divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
RREACBW027SBOG.by.GDP_mva050 Calc Residental Real Estate Loans (Weekly, SA) divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027NBOG.by.GDP_YoY Calc Residental Real Estate Loans (Weekly, NSA) divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027NBOG.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027NBOG.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Residental Real Estate Loans (Weekly, NSA) divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027NBOG.by.GDP_SmoothDer Calc Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027NBOG.by.GDP_Log Calc Log of Residental Real Estate Loans (Weekly, NSA) divided by GDP log() -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027NBOG.by.GDP_mva200 Calc Residental Real Estate Loans (Weekly, NSA) divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
RREACBW027NBOG.by.GDP_mva050 Calc Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASHMA.by.GDP_YoY Calc Home Mortgages (Quarterly, NSA) divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE TRUE
ASHMA.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASHMA.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Home Mortgages (Quarterly, NSA) divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASHMA.by.GDP_SmoothDer Calc Derivative of Smoothed Home Mortgages (Quarterly, NSA) divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
ASHMA.by.GDP_Log Calc Log of Home Mortgages (Quarterly, NSA) divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASHMA.by.GDP_mva200 Calc Home Mortgages (Quarterly, NSA) divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASHMA.by.GDP_mva050 Calc Home Mortgages (Quarterly, NSA) divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASHMA.INTEREST_YoY Calc Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Year over Year Percent -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASHMA.INTEREST_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens /period -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASHMA.INTEREST_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens /period -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASHMA.INTEREST_SmoothDer Calc Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens /period -1.00 1971-04-02 2020-02-20 TRUE TRUE
ASHMA.INTEREST_Log Calc Log of Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens log() -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASHMA.INTEREST_mva200 Calc Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA 200 Day MA -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASHMA.INTEREST_mva050 Calc Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA 50 Day MA -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASHMA.INTEREST.by.GDP_YoY Calc Year over Year Percent -1.00 1945-10-01 2019-07-01 TRUE FALSE
ASHMA.INTEREST.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASHMA.INTEREST.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASHMA.INTEREST.by.GDP_SmoothDer Calc Derivative of Smoothed /period -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASHMA.INTEREST.by.GDP_Log Calc Log of log() -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASHMA.INTEREST.by.GDP_mva200 Calc 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASHMA.INTEREST.by.GDP_mva050 Calc 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 FALSE FALSE
CONSUMERNSA.INTEREST_YoY Calc Consumer Loans (Not Seasonally Adjusted) Interest Burdens Year over Year Percent -1.00 1962-01-02 2020-02-20 TRUE TRUE
CONSUMERNSA.INTEREST_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burdens /period -1.00 1962-01-02 2020-02-20 TRUE TRUE
CONSUMERNSA.INTEREST_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Consumer Loans (Not Seasonally Adjusted) Interest Burdens /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
CONSUMERNSA.INTEREST_SmoothDer Calc Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burdens /period -1.00 1962-01-02 2020-02-20 TRUE TRUE
CONSUMERNSA.INTEREST_Log Calc Log of Consumer Loans (Not Seasonally Adjusted) Interest Burdens log() -1.00 1962-01-02 2020-02-20 TRUE FALSE
CONSUMERNSA.INTEREST_mva200 Calc Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-20 TRUE TRUE
CONSUMERNSA.INTEREST_mva050 Calc Consumer Loans (Not Seasonally Adjusted) Interest Burdens 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
CONSUMERNSA.INTEREST.by.GDP_YoY Calc Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE TRUE
CONSUMERNSA.INTEREST.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
CONSUMERNSA.INTEREST.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
CONSUMERNSA.INTEREST.by.GDP_SmoothDer Calc Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
CONSUMERNSA.INTEREST.by.GDP_Log Calc Log of Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
CONSUMERNSA.INTEREST.by.GDP_mva200 Calc Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
CONSUMERNSA.INTEREST.by.GDP_mva050 Calc Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTLNNSA_YoY Calc Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) Year over Year Percent -1.00 1947-01-01 2020-01-01 FALSE FALSE
TOTLNNSA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) /period -1.00 1947-01-01 2020-01-01 TRUE TRUE
TOTLNNSA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
TOTLNNSA_SmoothDer Calc Derivative of Smoothed Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) /period -1.00 1947-01-01 2020-01-01 FALSE FALSE
TOTLNNSA_Log Calc Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) log() -1.00 1947-01-01 2020-01-01 TRUE FALSE
TOTLNNSA_mva200 Calc Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA 200 Day MA -1.00 1947-01-01 2020-01-01 TRUE TRUE
TOTLNNSA_mva050 Calc Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA 50 Day MA -1.00 1947-01-01 2020-01-01 FALSE FALSE
TOTLNNSA.by.GDP_YoY Calc Total Loans Not Seasonally Adjusted divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE TRUE
TOTLNNSA.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
TOTLNNSA.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTLNNSA.by.GDP_SmoothDer Calc Derivative of Smoothed Total Loans Not Seasonally Adjusted divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
TOTLNNSA.by.GDP_Log Calc Log of Total Loans Not Seasonally Adjusted divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
TOTLNNSA.by.GDP_mva200 Calc Total Loans Not Seasonally Adjusted divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
TOTLNNSA.by.GDP_mva050 Calc Total Loans Not Seasonally Adjusted divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTLNNSA.INTEREST_YoY Calc Total Loans Not Seasonally Adjusted Interest Burdens Year over Year Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTLNNSA.INTEREST_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burdens /period -1.00 1962-01-02 2020-02-20 TRUE FALSE
TOTLNNSA.INTEREST_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted Interest Burdens /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTLNNSA.INTEREST_SmoothDer Calc Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burdens /period -1.00 1962-01-02 2020-02-20 TRUE TRUE
TOTLNNSA.INTEREST_Log Calc Log of Total Loans Not Seasonally Adjusted Interest Burdens log() -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTLNNSA.INTEREST_mva200 Calc Total Loans Not Seasonally Adjusted Interest Burdens 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTLNNSA.INTEREST_mva050 Calc Total Loans Not Seasonally Adjusted Interest Burdens 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
TOTLNNSA.INTEREST.by.GDP_YoY Calc Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTLNNSA.INTEREST.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE FALSE
TOTLNNSA.INTEREST.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTLNNSA.INTEREST.by.GDP_SmoothDer Calc Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
TOTLNNSA.INTEREST.by.GDP_Log Calc Log of Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP log() -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTLNNSA.INTEREST.by.GDP_mva200 Calc Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
TOTLNNSA.INTEREST.by.GDP_mva050 Calc Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
WRESBAL.by.GDP_YoY Calc Reserve Balances with Federal Reserve Banks Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
WRESBAL.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Reserve Balances with Federal Reserve Banks Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
WRESBAL.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Reserve Balances with Federal Reserve Banks Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
WRESBAL.by.GDP_SmoothDer Calc Derivative of Smoothed Reserve Balances with Federal Reserve Banks Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
WRESBAL.by.GDP_Log Calc Log of Reserve Balances with Federal Reserve Banks Divided by GDP log() -1.00 1947-01-01 2019-10-01 FALSE FALSE
WRESBAL.by.GDP_mva200 Calc Reserve Balances with Federal Reserve Banks Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
WRESBAL.by.GDP_mva050 Calc Reserve Balances with Federal Reserve Banks Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
EXCSRESNW.by.GDP_YoY Calc Excess Reserves of Depository Institutions Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE TRUE
EXCSRESNW.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Excess Reserves of Depository Institutions Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
EXCSRESNW.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Excess Reserves of Depository Institutions Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
EXCSRESNW.by.GDP_SmoothDer Calc Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
EXCSRESNW.by.GDP_Log Calc Log of Excess Reserves of Depository Institutions Divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
EXCSRESNW.by.GDP_mva200 Calc Excess Reserves of Depository Institutions Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
EXCSRESNW.by.GDP_mva050 Calc Excess Reserves of Depository Institutions Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
WLRRAL.by.GDP_YoY Calc Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
WLRRAL.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
WLRRAL.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
WLRRAL.by.GDP_SmoothDer Calc Derivative of Smoothed Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
WLRRAL.by.GDP_Log Calc Log of Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP log() -1.00 1947-01-01 2019-10-01 FALSE FALSE
WLRRAL.by.GDP_mva200 Calc Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
WLRRAL.by.GDP_mva050 Calc Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Wednesday Level (NSA) Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
SOFR99.minus.SOFR1_YoY Calc Secured Overnight Financing Rate: 99th Percentile - 1st Percentile Year over Year Percent -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99.minus.SOFR1_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Rate: 99th Percentile - 1st Percentile /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99.minus.SOFR1_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Secured Overnight Financing Rate: 99th Percentile - 1st Percentile /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99.minus.SOFR1_SmoothDer Calc Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile - 1st Percentile /period -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99.minus.SOFR1_Log Calc Log of Secured Overnight Financing Rate: 99th Percentile - 1st Percentile log() -1.00 2018-04-03 2020-02-20 TRUE FALSE
SOFR99.minus.SOFR1_mva200 Calc Secured Overnight Financing Rate: 99th Percentile - 1st Percentile 200 Day MA 200 Day MA -1.00 2018-04-03 2020-02-20 FALSE FALSE
SOFR99.minus.SOFR1_mva050 Calc Secured Overnight Financing Rate: 99th Percentile - 1st Percentile 50 Day MA 50 Day MA -1.00 2018-04-03 2020-02-20 FALSE FALSE
EXPCH.minus.IMPCH_YoY Calc U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) Year over Year Percent -1.00 1985-01-01 2019-12-01 TRUE TRUE
EXPCH.minus.IMPCH_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPCH.minus.IMPCH_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) /period -1.00 1985-01-01 2019-12-01 TRUE FALSE
EXPCH.minus.IMPCH_SmoothDer Calc Derivative of Smoothed U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) /period -1.00 1985-01-01 2019-12-01 TRUE TRUE
EXPCH.minus.IMPCH_Log Calc Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) log() -1.00 1985-01-01 2019-12-01 TRUE TRUE
EXPCH.minus.IMPCH_mva200 Calc U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 200 Day MA 200 Day MA -1.00 1985-01-01 2019-12-01 TRUE TRUE
EXPCH.minus.IMPCH_mva050 Calc U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 50 Day MA 50 Day MA -1.00 1985-01-01 2019-12-01 TRUE TRUE
EXPMX.minus.IMPMX_YoY Calc Year over Year Percent -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPMX.minus.IMPMX_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPMX.minus.IMPMX_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPMX.minus.IMPMX_SmoothDer Calc Derivative of Smoothed /period -1.00 1985-01-01 2019-12-01 FALSE FALSE
EXPMX.minus.IMPMX_Log Calc Log of log() -1.00 1985-01-01 2019-12-01 TRUE TRUE
EXPMX.minus.IMPMX_mva200 Calc 200 Day MA 200 Day MA -1.00 1985-01-01 2019-12-01 TRUE FALSE
EXPMX.minus.IMPMX_mva050 Calc 50 Day MA 50 Day MA -1.00 1985-01-01 2019-12-01 TRUE FALSE
SRPSABSNNCB.by.GDP_YoY Calc Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE TRUE
SRPSABSNNCB.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
SRPSABSNNCB.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
SRPSABSNNCB.by.GDP_SmoothDer Calc Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
SRPSABSNNCB.by.GDP_Log Calc Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE TRUE
SRPSABSNNCB.by.GDP_mva200 Calc Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
SRPSABSNNCB.by.GDP_mva050 Calc Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASTLL.by.GDP_YoY Calc All sectors; total loans; liability, Level (NSA) Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASTLL.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans; liability, Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASTLL.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All sectors; total loans; liability, Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASTLL.by.GDP_SmoothDer Calc Derivative of Smoothed All sectors; total loans; liability, Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
ASTLL.by.GDP_Log Calc Log of All sectors; total loans; liability, Level (NSA) Divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASTLL.by.GDP_mva200 Calc All sectors; total loans; liability, Level (NSA) Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASTLL.by.GDP_mva050 Calc All sectors; total loans; liability, Level (NSA) Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASFMA.by.GDP_YoY Calc All sectors; farm mortgages; asset, Level (NSA) Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASFMA.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All sectors; farm mortgages; asset, Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASFMA.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All sectors; farm mortgages; asset, Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASFMA.by.GDP_SmoothDer Calc Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
ASFMA.by.GDP_Log Calc Log of All sectors; farm mortgages; asset, Level (NSA) Divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASFMA.by.GDP_mva200 Calc All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASFMA.by.GDP_mva050 Calc All sectors; farm mortgages; asset, Level (NSA) Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASFMA.by.ASTLL_YoY Calc All sectors; total loans Divided by farm mortgages Year over Year Percent -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASFMA.by.ASTLL_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans Divided by farm mortgages /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASFMA.by.ASTLL_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All sectors; total loans Divided by farm mortgages /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASFMA.by.ASTLL_SmoothDer Calc Derivative of Smoothed All sectors; total loans Divided by farm mortgages /period -1.00 1945-10-01 2019-07-01 FALSE FALSE
ASFMA.by.ASTLL_Log Calc Log of All sectors; total loans Divided by farm mortgages log() -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASFMA.by.ASTLL_mva200 Calc All sectors; total loans Divided by farm mortgages 200 Day MA 200 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASFMA.by.ASTLL_mva050 Calc All sectors; total loans Divided by farm mortgages 50 Day MA 50 Day MA -1.00 1945-10-01 2019-07-01 TRUE TRUE
ASFMA.INTEREST_YoY Calc Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Year over Year Percent -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASFMA.INTEREST_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens /period -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASFMA.INTEREST_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens /period -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASFMA.INTEREST_SmoothDer Calc Derivative of Smoothed Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens /period -1.00 1971-04-02 2020-02-20 TRUE TRUE
ASFMA.INTEREST_Log Calc Log of Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens log() -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASFMA.INTEREST_mva200 Calc Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 200 Day MA 200 Day MA -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASFMA.INTEREST_mva050 Calc Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens 50 Day MA 50 Day MA -1.00 1971-04-02 2020-02-20 FALSE FALSE
ASFMA.INTEREST.by.GDP_YoY Calc Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
ASFMA.INTEREST.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASFMA.INTEREST.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASFMA.INTEREST.by.GDP_SmoothDer Calc Derivative of Smoothed Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
ASFMA.INTEREST.by.GDP_Log Calc Log of Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP log() -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASFMA.INTEREST.by.GDP_mva200 Calc Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
ASFMA.INTEREST.by.GDP_mva050 Calc Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
FARMINCOME.by.GDP_YoY Calc Farm Income (Annual, NSA) Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE FALSE
FARMINCOME.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Farm Income (Annual, NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE FALSE
FARMINCOME.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Farm Income (Annual, NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
FARMINCOME.by.GDP_SmoothDer Calc Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
FARMINCOME.by.GDP_Log Calc Log of Farm Income (Annual, NSA) Divided by GDP log() -1.00 1947-01-01 2019-10-01 TRUE FALSE
FARMINCOME.by.GDP_mva200 Calc Farm Income (Annual, NSA) Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 FALSE FALSE
FARMINCOME.by.GDP_mva050 Calc Farm Income (Annual, NSA) Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE FALSE
WALCL.by.GDP_YoY Calc All Federal Reserve Banks: Total Assets Divided by GDP Year over Year Percent -1.00 1947-01-01 2019-10-01 TRUE TRUE
WALCL.by.GDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) All Federal Reserve Banks: Total Assets Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
WALCL.by.GDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) All Federal Reserve Banks: Total Assets Divided by GDP /period -1.00 1947-01-01 2019-10-01 FALSE FALSE
WALCL.by.GDP_SmoothDer Calc Derivative of Smoothed All Federal Reserve Banks: Total Assets Divided by GDP /period -1.00 1947-01-01 2019-10-01 TRUE TRUE
WALCL.by.GDP_Log Calc Log of All Federal Reserve Banks: Total Assets Divided by GDP log() -1.00 1947-01-01 2019-10-01 FALSE FALSE
WALCL.by.GDP_mva200 Calc All Federal Reserve Banks: Total Assets Divided by GDP 200 Day MA 200 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
WALCL.by.GDP_mva050 Calc All Federal Reserve Banks: Total Assets Divided by GDP 50 Day MA 50 Day MA -1.00 1947-01-01 2019-10-01 TRUE TRUE
ECBASSETS.by.EUNNGDP_YoY Calc Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year Percent -1.00 1995-01-01 2019-07-01 TRUE FALSE
ECBASSETS.by.EUNNGDP_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP /period -1.00 1995-01-01 2019-07-01 FALSE FALSE
ECBASSETS.by.EUNNGDP_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP /period -1.00 1995-01-01 2019-07-01 FALSE FALSE
ECBASSETS.by.EUNNGDP_SmoothDer Calc Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP /period -1.00 1995-01-01 2019-07-01 TRUE TRUE
ECBASSETS.by.EUNNGDP_Log Calc Log of Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP log() -1.00 1995-01-01 2019-07-01 TRUE FALSE
ECBASSETS.by.EUNNGDP_mva200 Calc Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 200 Day MA 200 Day MA -1.00 1995-01-01 2019-07-01 FALSE FALSE
ECBASSETS.by.EUNNGDP_mva050 Calc Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 50 Day MA 50 Day MA -1.00 1995-01-01 2019-07-01 FALSE FALSE
DGS30TO10_YoY Calc Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) Year over Year Percent -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS30TO10_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) /period -1.00 1977-02-15 2020-02-20 TRUE FALSE
DGS30TO10_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) /period -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS30TO10_SmoothDer Calc Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) /period -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS30TO10_Log Calc Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) log() -1.00 1977-02-15 2020-02-20 TRUE TRUE
DGS30TO10_mva200 Calc Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 200 Day MA 200 Day MA -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS30TO10_mva050 Calc Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 50 Day MA 50 Day MA -1.00 1977-02-15 2020-02-20 FALSE FALSE
DGS10TO1_YoY Calc Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) Year over Year Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10TO1_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10TO1_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10TO1_SmoothDer Calc Derivative of Smoothed Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10TO1_Log Calc Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) log() -1.00 1962-01-02 2020-02-20 TRUE TRUE
DGS10TO1_mva200 Calc Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-20 TRUE TRUE
DGS10TO1_mva050 Calc Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10TO2_YoY Calc Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) Year over Year Percent -1.00 1976-06-01 2020-02-20 FALSE FALSE
DGS10TO2_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) /period -1.00 1976-06-01 2020-02-20 TRUE TRUE
DGS10TO2_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) /period -1.00 1976-06-01 2020-02-20 FALSE FALSE
DGS10TO2_SmoothDer Calc Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) /period -1.00 1976-06-01 2020-02-20 TRUE TRUE
DGS10TO2_Log Calc Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) log() -1.00 1976-06-01 2020-02-20 TRUE TRUE
DGS10TO2_mva200 Calc Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 200 Day MA 200 Day MA -1.00 1976-06-01 2020-02-20 FALSE FALSE
DGS10TO2_mva050 Calc Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 50 Day MA 50 Day MA -1.00 1976-06-01 2020-02-20 FALSE FALSE
DGS10TOTB3MS_YoY Calc Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) Year over Year Percent -1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10TOTB3MS_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) /period -1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10TOTB3MS_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) /period -1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10TOTB3MS_SmoothDer Calc Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) /period -1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10TOTB3MS_Log Calc Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) log() -1.00 1962-01-02 2020-01-01 TRUE TRUE
DGS10TOTB3MS_mva200 Calc Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA 200 Day MA -1.00 1962-01-02 2020-01-01 TRUE TRUE
DGS10TOTB3MS_mva050 Calc Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 50 Day MA 50 Day MA -1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10TODTB3_YoY Calc Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) Year over Year Percent -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10TODTB3_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10TODTB3_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) /period -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10TODTB3_SmoothDer Calc Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) /period -1.00 1962-01-02 2020-02-20 TRUE TRUE
DGS10TODTB3_Log Calc Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) log() -1.00 1962-01-02 2020-02-20 TRUE TRUE
DGS10TODTB3_mva200 Calc Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA 200 Day MA -1.00 1962-01-02 2020-02-20 TRUE TRUE
DGS10TODTB3_mva050 Calc Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 50 Day MA 50 Day MA -1.00 1962-01-02 2020-02-20 FALSE FALSE
DGS10ByAAA_YoY Calc AAA ratio to 10 year treasury (AAA/DGS10) Year over Year Percent -1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10ByAAA_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) AAA ratio to 10 year treasury (AAA/DGS10) /period -1.00 1962-01-02 2020-01-01 TRUE TRUE
DGS10ByAAA_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) AAA ratio to 10 year treasury (AAA/DGS10) /period -1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10ByAAA_SmoothDer Calc Derivative of Smoothed AAA ratio to 10 year treasury (AAA/DGS10) /period -1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10ByAAA_Log Calc Log of AAA ratio to 10 year treasury (AAA/DGS10) log() -1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10ByAAA_mva200 Calc AAA ratio to 10 year treasury (AAA/DGS10) 200 Day MA 200 Day MA -1.00 1962-01-02 2020-01-01 TRUE TRUE
DGS10ByAAA_mva050 Calc AAA ratio to 10 year treasury (AAA/DGS10) 50 Day MA 50 Day MA -1.00 1962-01-02 2020-01-01 TRUE FALSE
LNU03000000BYPOPTHM_YoY Calc Unemployment level (NSA) / Population Year over Year Percent -1.00 1959-01-01 2019-12-01 TRUE TRUE
LNU03000000BYPOPTHM_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Unemployment level (NSA) / Population /period -1.00 1959-01-01 2019-12-01 TRUE TRUE
LNU03000000BYPOPTHM_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Unemployment level (NSA) / Population /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
LNU03000000BYPOPTHM_SmoothDer Calc Derivative of Smoothed Unemployment level (NSA) / Population /period -1.00 1959-01-01 2019-12-01 TRUE TRUE
LNU03000000BYPOPTHM_Log Calc Log of Unemployment level (NSA) / Population log() -1.00 1959-01-01 2019-12-01 TRUE TRUE
LNU03000000BYPOPTHM_mva200 Calc Unemployment level (NSA) / Population 200 Day MA 200 Day MA -1.00 1959-01-01 2019-12-01 TRUE FALSE
LNU03000000BYPOPTHM_mva050 Calc Unemployment level (NSA) / Population 50 Day MA 50 Day MA -1.00 1959-01-01 2019-12-01 TRUE TRUE
UNEMPLOYBYPOPTHM_YoY Calc Unemployment level, seasonally adjusted / Population Year over Year Percent -1.00 1959-01-01 2019-12-01 FALSE FALSE
UNEMPLOYBYPOPTHM_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Unemployment level, seasonally adjusted / Population /period -1.00 1959-01-01 2019-12-01 TRUE TRUE
UNEMPLOYBYPOPTHM_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Unemployment level, seasonally adjusted / Population /period -1.00 1959-01-01 2019-12-01 FALSE FALSE
UNEMPLOYBYPOPTHM_SmoothDer Calc Derivative of Smoothed Unemployment level, seasonally adjusted / Population /period -1.00 1959-01-01 2019-12-01 TRUE TRUE
UNEMPLOYBYPOPTHM_Log Calc Log of Unemployment level, seasonally adjusted / Population log() -1.00 1959-01-01 2019-12-01 TRUE TRUE
UNEMPLOYBYPOPTHM_mva200 Calc Unemployment level, seasonally adjusted / Population 200 Day MA 200 Day MA -1.00 1959-01-01 2019-12-01 FALSE FALSE
UNEMPLOYBYPOPTHM_mva050 Calc Unemployment level, seasonally adjusted / Population 50 Day MA 50 Day MA -1.00 1959-01-01 2019-12-01 TRUE FALSE
U6toU3_YoY Calc U6RATE minums UNRATE Year over Year Percent -1.00 1994-01-01 2020-01-01 FALSE FALSE
U6toU3_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) U6RATE minums UNRATE /period -1.00 1994-01-01 2020-01-01 TRUE FALSE
U6toU3_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) U6RATE minums UNRATE /period -1.00 1994-01-01 2020-01-01 FALSE FALSE
U6toU3_SmoothDer Calc Derivative of Smoothed U6RATE minums UNRATE /period -1.00 1994-01-01 2020-01-01 TRUE TRUE
U6toU3_Log Calc Log of U6RATE minums UNRATE log() -1.00 1994-01-01 2020-01-01 TRUE FALSE
U6toU3_mva200 Calc U6RATE minums UNRATE 200 Day MA 200 Day MA -1.00 1994-01-01 2020-01-01 FALSE FALSE
U6toU3_mva050 Calc U6RATE minums UNRATE 50 Day MA 50 Day MA -1.00 1994-01-01 2020-01-01 TRUE FALSE
CHRISCMEHG1.by.PPIACO_YoY Calc Copper, $/lb, Normalized by commodities producer price index Year over Year Percent -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.PPIACO_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Copper, $/lb, Normalized by commodities producer price index /period -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.PPIACO_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Copper, $/lb, Normalized by commodities producer price index /period -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.PPIACO_SmoothDer Calc Derivative of Smoothed Copper, $/lb, Normalized by commodities producer price index /period -1.00 1959-07-01 2020-01-01 TRUE TRUE
CHRISCMEHG1.by.PPIACO_Log Calc Log of Copper, $/lb, Normalized by commodities producer price index log() -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.PPIACO_mva200 Calc Copper, $/lb, Normalized by commodities producer price index 200 Day MA 200 Day MA -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.PPIACO_mva050 Calc Copper, $/lb, Normalized by commodities producer price index 50 Day MA 50 Day MA -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.CPIAUCSL_YoY Calc Copper, $/lb, Normalized by consumer price index Year over Year Percent -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.CPIAUCSL_Smooth Calc Savitsky-Golay Smoothed (p=3, n=365) Copper, $/lb, Normalized by consumer price index /period -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.CPIAUCSL_Smooth.short Calc Savitsky-Golay Smoothed (p=3, n=15) Copper, $/lb, Normalized by consumer price index /period -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.CPIAUCSL_SmoothDer Calc Derivative of Smoothed Copper, $/lb, Normalized by consumer price index /period -1.00 1959-07-01 2020-01-01 TRUE TRUE
CHRISCMEHG1.by.CPIAUCSL_Log Calc Log of Copper, $/lb, Normalized by consumer price index log() -1.00 1959-07-01 2020-01-01 FALSE FALSE
CHRISCMEHG1.by.CPIAUCSL_mva200 Calc Copper, \(/lb, Normalized by consumer price index 200 Day MA </td> <td style="text-align:left;"> 200 Day MA </td> <td style="text-align:right;"> -1.00 </td> <td style="text-align:left;"> 1959-07-01 </td> <td style="text-align:left;"> 2020-01-01 </td> <td style="text-align:left;"> FALSE </td> <td style="text-align:left;"> FALSE </td> </tr> <tr> <td style="text-align:left;width: 1.5in; display: inline-block;; "> CHRISCMEHG1.by.CPIAUCSL_mva050 </td> <td style="text-align:left;width: 10em; "> Calc </td> <td style="text-align:left;"> Copper, latex6b882e050c0cf41a23555c8deef75c75/\)) -1.00 1947-01-01 2019-10-01 FALSE FALSE
nyfed.recession Calc Probability of US Recession Predicted by Treasury Spread (12 month)
-1.00 1962-01-02 2020-01-01 FALSE FALSE
RecInitMod Calc 1 for Recession Initiation Period, 0 For All Else (Modified) (-) -1.00 1854-12-01 2020-02-24 FALSE FALSE
RecInitPred Calc Prediction. 1 for Recession Initiation Period 0 For All Else (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
RecInitPred Calc Prediction 1 for Recession Initiation Period, 0 For All Else (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.avg Predict Prediction of Recession within 12 Months. All Models Averaged Probability -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn1 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn1 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm1 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn2 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn2 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm2 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn3 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn3 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm3 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn4 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn4 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm4 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn5 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+GDPBYCPIAUCSLBYPOPTHM_SmoothDer (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn5 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+GDPBYCPIAUCSLBYPOPTHM_SmoothDer (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm5 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+GDPBYCPIAUCSLBYPOPTHM_SmoothDer (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn6 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+HSN1FNSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn6 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+HSN1FNSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm6 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+HSN1FNSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn7 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn7 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm7 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn8 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn8 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm8 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn9 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn9 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm9 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn10 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY GDPBYCPIAUCSLBYPOPTHM_SmoothDer (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn10 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm10 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn11 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn11 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm11 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn12 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY ICSA_YoY+HSN1FNSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn12 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+HSN1FNSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm12 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+HSN1FNSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn13 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TODTB3+UNRATE+W875RX1_YoY ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn13 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TODTB3+UNRATE+W875RX1_YoY+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm13 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TODTB3+UNRATE+W875RX1_YoY+ICSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn14 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn14 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm14 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.knn15 Predict Knn Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer+HSN1FNSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.nn15 Predict Neural Net Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer+HSN1FNSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
recession.initiation.smooth.lm15 Predict Linear Model Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) RecInit_Smooth ~ DGS10TOTB3MS+UNRATE+W875RX1_YoY+ICSA_YoY+GDPBYCPIAUCSLBYPOPTHM_SmoothDer+HSN1FNSA_YoY (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
RecInitPredSmooth Calc Prediction 1 for Recession Initiation Period, 0 For All Else (Smooth) (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
RecInitPredRd Calc Rounded Prediction 1 for Recession Initiation Period, 0 For All Else (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
RecInitTrade Calc Recession Initiation Trade Rule (-) -1.00 1962-02-01 2020-02-24 FALSE FALSE
retBase Calc S&P 500 Rate of Change Percent -1.00 1962-02-01 2020-02-24 FALSE FALSE
retBaseShort_TB3MS Calc retBaseShort_TB3MS Rate of Change Percent -1.00 1962-02-01 2020-02-24 FALSE FALSE
eqBase Calc Equity Return, 100% long $1 Invested -1.00 1962-02-01 2020-02-24 FALSE FALSE
eqBaseShort_TB3MS Calc 3-Month t-Bill Return, 100% long $1 Invested -1.00 1962-02-01 2020-02-24 FALSE FALSE
retRec Calc Rate of Change, Recession Initiation Rule Percent -1.00 1962-02-01 2020-02-24 FALSE FALSE
eqRec Calc Equity Return, Recession Initiation Rule $1 Invested -1.00 1962-02-01 2020-02-24 FALSE FALSE
ret050MAMinus200MA Calc Rate of Change, 50 DMA - 200 DMA Rule Percent -1.00 1962-02-01 2020-02-24 FALSE FALSE
ret050MAMinus200MARet Calc Equity Return, 50 DMA - 200 DMA Rule $1 Invested -1.00 1962-02-01 2020-02-24 FALSE FALSE
RLG.Open_CORR_GSPC.Open calc Rolling Correlation 30 Day Window
-1.00 NA NA FALSE FALSE
RLG.Open_CORR_MDY.Open calc Rolling Correlation 30 Day Window
-1.00 NA NA FALSE FALSE
VIXCLS_CORR_GSPC.Open calc Rolling Correlation 30 Day Window
-1.00 1990-01-02 2020-02-20 FALSE FALSE
INDPRO_YoY_CORR_GSPC.Close_YoY calc Rolling Correlation 360 Day Window
-1.00 1927-12-30 2020-01-01 FALSE FALSE
RSALESAGG_YoY_CORR_UNEMPLOY_YoY calc Rolling Correlation 180 Day Window
-1.00 1948-01-01 2020-01-01 FALSE FALSE
INDPRO_CORR_RSALESAGG calc Rolling Correlation 30 Day Window
-1.00 1947-01-01 2020-01-01 FALSE FALSE
INDPRO_YoY_CORR_RSALESAGG_YoY calc Rolling Correlation 30 Day Window
-1.00 1947-01-01 2020-01-01 FALSE FALSE
INDPRO_YoY_CORR_CHRISCMEHG1_YoY calc Rolling Correlation 360 Day Window
-1.00 1919-01-01 1900-01-01 FALSE FALSE
DGS10TO1_Smooth.short_CORR_TOTLNNSA_YoY calc Rolling Correlation 60 Day Window
-1.00 1962-01-02 2020-01-01 FALSE FALSE
DGS10_CORR_TOTLNNSA_YoY calc Rolling Correlation 30 Day Window
-1.00 1962-01-02 2020-01-01 FALSE FALSE
TOTLNNSA_YoY_CORR_DGS10TO1 calc Rolling Correlation 720 Day Window
-1.00 1962-01-02 2020-01-01 FALSE FALSE
UNRATE_CORR_PSAVERT calc Rolling Correlation 360 Day Window
-1.00 1959-01-01 2019-12-01 FALSE FALSE
GDPBYCPIAUCSLBYPOPTHM_SmoothDer_CORR_RecInit_Smooth calc Rolling Correlation 30 Day Window
-1.00 1959-01-01 2019-12-01 FALSE FALSE